https://hal-amu.archives-ouvertes.fr/hal-01833085 Contributor : Imane MohatConnect in order to contact the contributor Submitted on : Monday, July 9, 2018 - 1:19:12 PM Last modification on : Friday, October 22, 2021 - 3:36:33 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⟩