Downside risk in multiperiod tracking error models
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Publication:301206
DOI10.1007/s10100-013-0290-yzbMath1339.91104OpenAlexW3125773137MaRDI QIDQ301206
Publication date: 30 June 2016
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: http://www.unive.it/pag/fileadmin/user_upload/dipartimenti/economia/doc/Pubblicazioni_scientifiche/working_papers/2012/WP_DSE_barro_canestrelli_17_12.pdf
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