Downside risk in multiperiod tracking error models

Diana Barro; Elio Canestrelli

Year of publication:	2014
Authors:	Barro, Diana ; Canestrelli, Elio
Published in:	Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 22.2014, 2, p. 263-283
Subject:	Tracking error \| Downside risk \| Dynamic portfolio \| Stochastic programming \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Risikomaß \| Risk measure \| Mathematische Optimierung \| Mathematical programming \| Statistischer Fehler \| Statistical error \| Kapitaleinkommen \| Capital income

Extent:	graph. Darst.
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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