Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612): Difference between revisions

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Latest revision as of 09:07, 2 July 2024

scientific article
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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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