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Portait, Roland's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
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Total
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Bajeux-Besnainou, Isabelle G. George Washington University - Department of Finance Belhaj, Riadh Conservatoire National des Arts et Metiers (CNAM) Maillard, Didier Conservatoire National des Arts et Métiers (CNAM) Portait, Roland Conservatoire National des Arts et Métiers (CNAM)
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904
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Tracking Error, Weights constraint, Portfolio Optimization, Information Ratio
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Belhaj, Riadh Conservatoire National des Arts et Metiers (CNAM) Maillard, Didier Conservatoire National des Arts et Métiers (CNAM) Portait, Roland Conservatoire National des Arts et Métiers (CNAM)
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10 Nov 12
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Last Revised:
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05 Apr 13
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74
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portfolio management, tracking-error, active asset management, benchmark
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