Open AccessThe Sustainability of Mean-Variance and Mean-Tracking Error Efficient Portfolios
Author(s) -
Kris Boudt,
Jonathan Cornelissen,
Christophe Croux
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2164278
Subject(s) - variance (accounting) , tracking error , statistics , mathematics , sustainability , econometrics , economics , computer science , accounting , artificial intelligence , biology , ecology , control (management)
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom