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Conservatoire National des Arts et Metiers (CNAM)
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Tracking Error, Weights constraint, Portfolio Optimization, Information Ratio
Cost of capital, Information costs, Local CAPM, Global CAPM
portfolio management, tracking-error, active asset management, benchmark
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2625030.
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option pricing; default risk; defaultable bonds; vulnerable options
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