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Journal Articles Journal of Asset Management Year : 2009

Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints

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hal-01833079 , version 1 (09-07-2018)

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Philippe Bertrand. Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints. Journal of Asset Management, 2009, 10 (2), pp.75 - 88. ⟨10.1057/jam.2008.37⟩. ⟨hal-01833079⟩
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