A linear model for tracking error minimization
| Year of publication: |
1999
|
|---|---|
| Authors: | Rudolf, Markus ; Wolter, Hans-Jurgen ; Zimmermann, Heinz |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 23.1999, 1, p. 85-103
|
| Publisher: |
Elsevier |