Work

Tracking error: a multistage portfolio model

Year: 2008

Type: article

Source: Annals of Operations Research

DOI: 10.1007/s10479-007-0308-8

Authors: Diana Barro, Elio Canestrelli

Institution: Ca' Foscari University of Venice

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1552110055

FWCI: 1.534

Cites: 25

Cited by: 41

Related to: 10