Open AccessPortfolio performance under tracking error and asset weight constraints
Author(s) -
Michael Daly,
Gary van Vuuren
Publication year - 2020
Publication title -
journal of economic and financial sciences
Language(s) - English
Resource type - Journals
eISSN - 2312-2803
pISSN - 1995-7076
DOI - 10.4102/jef.v13i1.566
Subject(s) - portfolio , efficient frontier , asset (computer security) , econometrics , tracking error , range (aeronautics) , constant (computer programming) , capital asset pricing model , economics , computer science , financial economics , engineering , computer security , control (management) , programming language , aerospace engineering , management
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