Portfolio Optimization with Tracking-Error Constraints

This publication has 16 references indexed in Scilit:

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• Risk Budgets
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• On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
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• A linear model for tracking error minimization
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• Does It All Add Up? Benchmarks and the Compensation of Active Portfolio Managers
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• Portfolio Optimization in Practice
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• Incentive Fees: Some Problems and Some Solutions
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• Incentive Fees: Who Wins? Who Loses?
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• Performance Fees for Investment Management
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