Tracking error: a multistage portfolio model (Q1026537)

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Tracking error: a multistage portfolio model
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    Statements

    title
    Tracking error: a multistage portfolio model (English)
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    author
    Diana Barro
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    Elio Canestrelli
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    publication date
    25 June 2009
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    zbMATH Keywords
    tracking error
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    dynamic portfolio
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    stochastic programming
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    Identifiers

    zbMATH DE Number
    5570687
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    OpenAlex ID
    W2035281078
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