Tracking error decision rules and accumulated wealth

DOI10.1080/1350486032000088912MaRDI QIDQ4457068zbMATH OpenOpenAlexFDO

Authors Nathan Berg, Donald Lien

Publication date 21 March 2004

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1350486032000088912

zbMATH Keywords

benchmarkequilibrium modelportfolio

Mathematics Subject Classification ID

Decision theory (91B06)

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(1)

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