Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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1 Online-Ressource.
- Language
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Englisch
- Bibliographic citation
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Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier ; day:14 ; month:8 ; year:2024 ; pages:1-30
Computational economics ; (14.8.2024), 1-30
- Classification
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Wirtschaft
- Creator
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Lucchetti, Riccardo
Nicolau, Mihaela
Palomba, Giulio
Riccetti, Luca
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s10614-024-10684-4
- URN
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urn:nbn:de:101:1-2411041118333.663894553646
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:40 AM CEST
Data provider
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lucchetti, Riccardo
- Nicolau, Mihaela
- Palomba, Giulio
- Riccetti, Luca
- SpringerLink (Online service)
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