Skip to Main content Skip to Navigation
Journal articles

Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints

Philippe Bertrand 1
1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille
Document type :
Journal articles
Complete list of metadatas
https://hal-amu.archives-ouvertes.fr/hal-01833079
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 1:03:36 PM
Last modification on : Tuesday, July 10, 2018 - 1:21:31 AM

Identifiers

Collections

UNIV-AMU | CERGAM | UNIV-TLN

Citation

Philippe Bertrand. Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints. Journal of Asset Management, Palgrave Macmillan, 2009, 10 (2), pp.75 - 88. ⟨10.1057/jam.2008.37⟩. ⟨hal-01833079⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

85