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~isPartOf:"Applied economics"
~isPartOf:"The journal of investing"
~person:"Dahlquist, Magnus"
~person:"Van Vuuren, Gary"
~subject:"Investmentfonds"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Dahlquist, Magnus
Van Vuuren, Gary
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Applied economics
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Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
Saved in:
2
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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