PORTFOLIO OPTIMIZATION UNDER TRACKING ERROR AND WEIGHTS CONSTRAINTS
| Year of publication: |
2011
|
|---|---|
| Authors: | Isabelle Bajeux‐Besnainou ; Belhaj, Riadh ; Maillard, Didier ; Portait, Roland |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 34.2011, 2, p. 295-330
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |