Reconciling TEV and VaR in active portfolio management : a new frontier

Riccardo Lucchetti, Mihaela Nicolau, Giulio Palomba, Luca Riccetti

Year of publication:	gennaio 2022
Authors:	Lucchetti, Riccardo ; Nicolau, Mihaela ; Palomba, Giulio ; Riccetti, Luca
Publisher:	[Ancona] : [Università Politecnica delle Marche, Dipartimento di Scienze Economiche e Sociali]
Subject:	Benchmarking \| portfolio frontiers \| tracking error volatility \| Value-at-Risk \| misalignment of objectives \| Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Volatilität \| Volatility \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

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