Tracking error: a multistage portfolio model

DOI10.1007/s10479-007-0308-8zbMath1163.91378OpenAlexW2035281078MaRDI QIDQ1026537

Elio Canestrelli, Diana Barro

Publication date: 25 June 2009

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-007-0308-8

zbMATH Keywords

stochastic programmingtracking errordynamic portfolio

Mathematics Subject Classification ID

Stochastic programming (90C15)

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