Downside risk in multiperiod tracking error models (Q301206)
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scientific article; zbMATH DE number 6599627
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Downside risk in multiperiod tracking error models |
scientific article; zbMATH DE number 6599627 |
Statements
Downside risk in multiperiod tracking error models (English)
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30 June 2016
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tracking error
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downside risk
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dynamic portfolio
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stochastic
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programming
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0.788801372051239
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0.7796667814254761
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0.7650541067123413
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0.7438024878501892
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0.7287419438362122
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