Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints

Philippe Bertrand

doi:10.2139/ssrn.1140243

Journal articles

Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints

Philippe Bertrand ¹

1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille

Document type :

Journal articles

Domain :

Quantitative Finance [q-fin] / General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833102
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Submitted on : Monday, July 9, 2018 - 1:33:51 PM
Last modification on : Thursday, July 14, 2022 - 4:08:00 AM

Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints

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