Portfolio performance under tracking error and asset weight constraints

Michael H. Daly; Gary van Vuuren

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Crossref Citations

1. Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier
Riccardo Lucchetti, Mihaela Nicolau, Giulio Palomba, Luca Riccetti
Computational Economics year: 2024
doi: 10.1007/s10614-024-10684-4

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Journal of Economic and Financial Sciences | ISSN: 1995-7076 (PRINT) | ISSN: 2312-2803 (ONLINE)