Feasible portfolios under tracking error, β, α and utility constraints
Michael Daly, Michael Maxwell, Gary van Vuuren
| Year of publication: |
2018
|
|---|---|
| Authors: | Daly, Michael ; Maxwell, Michael ; Van Vuuren, Gary |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 15.2018, 1, p. 141-153
|
| Subject: | tracking error frontier | beta | alpha | utility | optimal portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistischer Fehler | Statistical error | CAPM | Betafaktor | Beta risk | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.15(1).2018.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012001419