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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
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https://hal-amu.archives-ouvertes.fr/hal-01833079
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Submitted on : Monday, July 9, 2018 - 1:03:36 PM
Last modification on : Sunday, June 26, 2022 - 10:21:15 AM

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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⟩

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