Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management
Al-Aradi, Ali, Jaimungal, SebastianLanguage:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2018.1507751
Date:
September, 2018
File:
PDF, 2.81 MB
english, 2018