Optimizing tracking error-constrained portfolios
Maxwell, Michael; Daly, Michael; Thomson, Daniel; van Vuuren, Gary
- 期刊名称Applied Economics
- 作者Maxwell, Michael; Daly, Michael; Thomson, Daniel; van Vuuren, Gary
- 卷第50卷
- 期第54期
- 印刷ISSN0003-6846
- 电子ISSN1466-4283
- 文件大小1421.55KB
- 发表时间2018-11-20
- DOI10.1080/00036846.2018.1488069
- 页码5846-5858