Optimal benchmarking for active portfolio managers
Year of publication: |
2013
|
---|---|
Authors: | Lioui, Abraham ; Poncet, Patrice |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 226.2013, 2 (16.4.), p. 268-276
|
Saved in:
Saved in favorites
Similar items by person
-
International Asset Allocation: A New Perspective
Lioui, Abraham, (2001)
-
Dynamic Asset Pricing With Non-Redundant Forwards
Lioui, Abraham, (2001)
-
General Equilibrium Pricing of Trading Strategy Risk
Lioui, Abraham, (2001)
- More ...