Portfolio optimization under tracking error and weights constraints
Isabelle Bajeux-Besnainou; Riadh Belhaj; Didier Maillard; Roland Portait
| 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. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 34.2011, 2, p. 295-330
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistischer Fehler | Statistical error |
| 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 |
Persistent link: https://www.econbiz.de/10009372972