Constraints in quantitative strategies : an alignment perspective

Anureet Saxena; Chris Martin; Robert A. Stubbs

Year of publication:	2013
Authors:	Saxena, Anureet ; Martin, Chris ; Stubbs, Robert A.
Published in:	The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 5, p. 278-292
Subject:	risk estimation \| portfolio optimization \| constraints \| factor alignment \| factor risk model \| Portfolio-Management \| Portfolio selection \| Risiko \| Risk \| Theorie \| Theory \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Strategisches Management \| Strategic management \| Risikomodell \| Risk model

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