Portfolio optimization with tracking-error constraints

Financial Analysts Journal

Volumn 59, Issue 5, 2003, Pages 70-82

  Jorion, Philippe ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442659922     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v59.n5.2565     Document Type: Article

References (19)

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