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Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints

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https://hal-amu.archives-ouvertes.fr/hal-01833102
Contributor : imane mohat Connect in order to contact the contributor
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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