Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612): Difference between revisions
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scientific article
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English | Active portfolio management with benchmarking: adding a value-at-risk constraint |
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Active portfolio management with benchmarking: adding a value-at-risk constraint (English)
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19 January 2010
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benchmarking
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VaR
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tracking error
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portfolio choice
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risk management
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