EconPapers    
Economics at your fingertips  
 

Another Look at Portfolio Optimization under Tracking-Error Constraints

Philippe Bertrand

Post-Print from HAL

Date: 2010-05
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Published in Financial Analysts Journal, 2010, 66 (3), pp.78 - 90. ⟨10.2469/faj.v66.n3.2⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01833085

DOI: 10.2469/faj.v66.n3.2

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().

 
Page updated 2025-03-19
Handle: RePEc:hal:journl:hal-01833085