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Dynamic Tracking Error with Shortfall Control Using Stochastic Programming
Barro, Diana, (2012)
Robust control in the presence of a colored model error term in discrete time
Tucci, Marco Paolo, (2023)
Downside risk in multiperiod tracking error models
Barro, Diana, (2014)
Objectivist misinterpretations of Bayesian nuances in portfolio theory and the models
Phillips, Herbert E., (1993)
CAPM, valuation of firms, and financial leverage
Naranyanaswamy, C. R., (1987)
The new Pythagoreans : metaphysical mathematics in finance
McGoun, Elton G., (1994)