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Another Look at Portfolio Optimization 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-01833085
Contributor : imane mohat Connect in order to contact the contributor
Submitted on : Monday, July 9, 2018 - 1:19:12 PM
Last modification on : Thursday, July 14, 2022 - 4:07:59 AM

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Philippe Bertrand. Another Look at Portfolio Optimization under Tracking-Error Constraints. Financial Analysts Journal, 2010, 66 (3), pp.78 - 90. ⟨10.2469/faj.v66.n3.2⟩. ⟨hal-01833085⟩

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