Dynamic tracking error with shortfall control using stochastic programming (Q4561899)
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scientific article; zbMATH DE number 6993354
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| default for all languages | No label defined |
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| English | Dynamic tracking error with shortfall control using stochastic programming |
scientific article; zbMATH DE number 6993354 |
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Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (English)
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13 December 2018
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tracking error
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portfolio selection
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risky asset
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portfolio management
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mean absolute deviation
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0.830207347869873
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0.788801372051239
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0.7822331786155701
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0.7725416421890259
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