Work

Portfolio Optimization with Tracking-Error Constraints

Year: 2003

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v59.n5.2565

Author: Philippe Jorion

Institution: University of California, Irvine

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: W2000466963

FWCI: 7.55

Cites: 20

Cited by: 246

Related to: 10