Downside risk in multiperiod tracking error models (Q301206)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Downside risk in multiperiod tracking error models |
scientific article; zbMATH DE number 6599627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Downside risk in multiperiod tracking error models |
scientific article; zbMATH DE number 6599627 |
Statements
Downside risk in multiperiod tracking error models (English)
0 references
30 June 2016
0 references
tracking error
0 references
downside risk
0 references
dynamic portfolio
0 references
stochastic
0 references
programming
0 references
0 references
0 references
0 references
