Active or passive portfolio: A tracking error analysis under uncertainty theory
Author:
Funder
Fundamental Research Funds for the Central Universities
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference30 articles.
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2. Active portfolio management with benchmarking: Adding a value-at-risk constraint;Alexander;Journal of Economic Dynamics and Control,2008
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4. A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning;Almahdi;Expert Systems with Applications,2019
5. Mutual fund performance attribution and market timing using portfolio holdings;Andreu;International Review of Economics and Finance,2018
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