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Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 1:19:12 PM Last modification on : Tuesday, July 10, 2018 - 1:21:30 AM
Philippe Bertrand. Another Look at Portfolio Optimization under Tracking-Error Constraints. Financial Analysts Journal, Chartered Financial Analysts Institute, 2010, 66 (3), pp.78 - 90. ⟨10.2469/faj.v66.n3.2⟩. ⟨hal-01833085⟩