Dynamic tracking error with shortfall control using stochastic programming (Q4561899)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6993354
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic tracking error with shortfall control using stochastic programming |
scientific article; zbMATH DE number 6993354 |
Statements
Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (English)
0 references
13 December 2018
0 references
tracking error
0 references
portfolio selection
0 references
risky asset
0 references
portfolio management
0 references
mean absolute deviation
0 references
0 references
0 references
0 references
0.830207347869873
0 references
0.788801372051239
0 references
0.7822331786155701
0 references
0.7725416421890259
0 references
