Determining an optimal multiplier in dynamic core-satellite strategies

Thibaut Caliman, Catherine D’hondt, and Mikael Petitjean

No 2568, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2013-01-01
Note: In : Journal of Asset Management, 14(4), 210-227, 2013
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Journal Article: Determining an optimal multiplier in dynamic core-satellite strategies (2013)
Working Paper: Determining an optimal multiplier in dynamic core-satellite strategies (2013)
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