Browsing by Author "Hausner, Jan Frederick"
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Portfolio performance under tracking error and benchmark volatility constraints
Hausner, Jan Frederick; van Vuuren, Gary (Universidad ESAN. ESAN Ediciones , 2021-06-30 )Purpose. Using a portfolio comprising liquid global stocks and bonds, this study aims to limit absolute risk to that of a standardised benchmark and determine whether this has a significant impact on expected return in ...acceso abierto