Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints

Philippe Bertrand

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Date: 2009-06
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Published in Journal of Asset Management, 2009, 10 (2), pp.75 - 88. ⟨10.1057/jam.2008.37⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01833079

DOI: 10.1057/jam.2008.37

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