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Journal Articles The Journal of Performance Measurement Year : 2008

Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints

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hal-01833102 , version 1 (09-07-2018)

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Philippe Bertrand. Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints. The Journal of Performance Measurement, 2008, ⟨10.2139/ssrn.1140243⟩. ⟨hal-01833102⟩
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