Investment strategy performance under tracking error constraints
نویسندگان
چکیده
منابع مشابه
Investment optimization under constraints
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CIRANO is a private non-profit organization incorporated under the Québec Companies Act. Its infrastructure and research activities are funded through fees paid by member organizations, an infrastructure grant from the Ministère de lIndustrie, du Commerce, de la Science et de la Technologie, and grants and research mandates obtained by its research teams. The Scientific Series fulfils one of t...
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ژورنال
عنوان ژورنال: Investment Management and Financial Innovations
سال: 2019
ISSN: 1810-4967,1812-9358
DOI: 10.21511/imfi.16(1).2019.19