Exact properties of measures of optimal investment for benchmarked portfolios (Q3568907)

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scientific article; zbMATH DE number 5721649
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    Exact properties of measures of optimal investment for benchmarked portfolios
    scientific article; zbMATH DE number 5721649

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      Exact properties of measures of optimal investment for benchmarked portfolios (English)
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      16 June 2010
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      portfolio analysis
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      portfolio theory
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      optimization
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      advanced econometrics
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