Risk-Adjusted Performance Attribution and Portfolio Optimizations Under Tracking-Error Constraints-Reference-Cited by-同舟云学术

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Risk-Adjusted Performance Attribution and Portfolio Optimizations Under Tracking-Error Constraints

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bertrand Philippe

Publisher

Elsevier BV

Reference14 articles.

1. A note on portfolio performance attribution : taking risk into account;Ph Bertrand;Journal of Asset Management,2005

2. Another Look at Portfolio Optimization under Tracking-Error Constraints

3. Optimisation de portefeuille sous contrainte de variance de la tracking-error;Ph Bertrand;Banque & March�s,2001

4. Determinants of Portfolio Performance;Gary P Brinson;Financial Analysts Journal,1986

5. Determinants of Portfolio Performance II: An Update;Gary P Brinson;Financial Analysts Journal,1991

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Incremental Sharpe and Other Performance Ratios;SSRN Electronic Journal;2018

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