"Downside risk in multiperiod tracking error models."

Diana Barro, Elio Canestrelli (2014)

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DOI: 10.1007/S10100-013-0290-Y

access: closed

type: Journal Article

metadata version: 2020-06-04

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Diana Barro, Elio Canestrelli:
Downside risk in multiperiod tracking error models. Central Eur. J. Oper. Res. 22(2): 263-283 (2014)

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