Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints

Philippe Bertrand

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Date: 2008
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Published in The Journal of Performance Measurement, 2008, ⟨10.2139/ssrn.1140243⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01833102

DOI: 10.2139/ssrn.1140243

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