Feasible portfolios under tracking error, β, α and utility constraints

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Veröffentlicht in:Investment management and financial innovations
1. Verfasser: Daly, Michael (VerfasserIn)
Weitere Verfasser: Maxwell, Michael (VerfasserIn), Van Vuuren, Gary (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
tracking error frontier > beta > alpha > utility > optimal portfolios > Aufsatz in Zeitschrift
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