Portfolio performance under tracking error and benchmark volatility constraints
Year of publication: |
2021
|
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Authors: | Hausner, Jan Frederick ; Van Vuuren, Gary |
Published in: |
Journal of economics, finance & administrative science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648, ZDB-ID 2538461-2. - Vol. 26.2021, 51, p. 94-111
|
Subject: | Active management | Portfolio performance optimisation | Tracking error | Portfolio-Management | Portfolio selection | Benchmarking | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JEFAS-06-2019-0099 [DOI] hdl:10419/253812 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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