Tracking error decision rules and accumulated wealth

DOI10.1080/1350486032000088912zbMath1061.91024OpenAlexW3123247390MaRDI QIDQ4457068

Donald Lien, Nathan Berg

Publication date: 21 March 2004

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486032000088912

zbMATH Keywords

portfoliobenchmarkequilibrium model

Mathematics Subject Classification ID

Decision theory (91B06)

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