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Journal Articles Financial Analysts Journal Year : 2010

Another Look at Portfolio Optimization under Tracking-Error Constraints

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hal-01833085 , version 1 (09-07-2018)

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Philippe Bertrand. Another Look at Portfolio Optimization under Tracking-Error Constraints. Financial Analysts Journal, 2010, 66 (3), pp.78 - 90. ⟨10.2469/faj.v66.n3.2⟩. ⟨hal-01833085⟩
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