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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Reconciling TEV and VaR in active portfolio management : a new frontier
Lucchetti, Riccardo
;
Nicolau, Mihaela
;
Palomba, Giulio
; …
-
2022
Persistent link: https://www.econbiz.de/10013330699
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A unified approach to portfolio selection in a tracking error framework with additional constraints on risk
Stucchi, Patrizia
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 165-174
Persistent link: https://www.econbiz.de/10011574369
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