Active portfolio management with benchmarking: Adding a value-at-risk constraint
- 1 March 2008
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 32 (3) , 779-820
- https://doi.org/10.1016/j.jedc.2007.03.005
Abstract
No abstract availableThis publication has 34 references indexed in Scilit:
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