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pro vyhledávání: '"Michael H. Daly"'
Autor:
Michael H. Daly, Gary van Vuuren
Publikováno v:
Journal of Economic and Financial Sciences, Vol 13, Iss 1, Pp e1-e9 (2020)
Orientation: Active portfolio managers must simultaneously maximise excess returns (over benchmarks), limit risk and observe constraints on, for example, tracking errors (TRs), betas and asset weights. Research purpose: Determining the range of poss
Externí odkaz:
https://doaj.org/article/0cc548c500eb4136b53da3561db12067
