Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899)
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scientific article; zbMATH DE number 6993354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Tracking Error with Shortfall Control Using Stochastic Programming |
scientific article; zbMATH DE number 6993354 |
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Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (English)
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13 December 2018
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tracking error
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portfolio selection
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risky asset
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portfolio management
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mean absolute deviation
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