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Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Bertrand, Philippe - In: The journal of asset management 10 (2009/10) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10003854333
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Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Bertrand, Philippe - In: The journal of asset management 10 (2009/10) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10009871041
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Inverse portfolio optimisation under constraints
Zagst, Rudi; Pöschik, Michaela - In: The journal of asset management 9 (2008/09) 3, pp. 239-253
Persistent link: https://www.econbiz.de/10003764556
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Optimal fee structures in hedge funds
Escobar, Marcos; Höhn, Vincent; Seco, Luis; Zagst, Rudi - In: The journal of asset management 19 (2018) 7, pp. 522-542
Persistent link: https://www.econbiz.de/10011958149
Cover Image
Inverse portfolio optimisation under constraints
Zagst, Rudi; Pöschik, Michaela - In: The journal of asset management 9 (2008/09) 3, pp. 239-253
Persistent link: https://www.econbiz.de/10009871017