PORTFOLIO OPTIMIZATION UNDER TRACKING ERROR AND WEIGHTS CONSTRAINTS
| Year of publication: |
2011
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|---|---|
| Authors: | Bajeux‐Besnainou, Isabelle ; Belhaj, Riadh ; Maillard, Didier ; Portait, Roland |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 34.2011, 2, p. 295-331
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