Active portfolio management with benchmarking: adding a value-at-risk constraint
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Publication:844612
DOI10.1016/j.jedc.2007.03.005zbMath1181.91288OpenAlexW2026738420MaRDI QIDQ844612
Gordon J. Alexander, Alexandre M. Baptista
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.03.005
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