Journal Articles
The Journal of Performance Measurement
Year : 2008
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https://hal-amu.archives-ouvertes.fr/hal-01833102
Submitted on : Monday, July 9, 2018-1:33:51 PM
Last modification on : Thursday, July 14, 2022-4:08:00 AM
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Philippe Bertrand. Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints. The Journal of Performance Measurement, 2008, ⟨10.2139/ssrn.1140243⟩. ⟨hal-01833102⟩
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