Showing 1 - 7 results of 7 for search 'PORTFOLIO MANAGEMENT', query time: 0.37s Refine Results
  1. 1
    Portfolio performance under tracking error and asset weight constraints
    by Michael H. Daly, Gary van Vuuren
    Published 2020-11-01
    Subjects: “...active management...”
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    Article
  2. 2
    Investment strategy performance under tracking error constraints
    by Carig Evans, Gary van Vuuren
    Published 2019-03-01
    Subjects: “...active management...”
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    Article
  3. 3
    Exploring the drivers of tracking error constrained portfolio performance
    by Wade Gunning, Gary van Vuuren
    Published 2019-01-01
    Subjects: “...portfolio optimisation...”
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    Article
  4. 4
    Improved investment performance using the portfolio diversification index
    by Francois van Dyk, Gary van Vuuren, Paul Styger
    Published 2012-04-01
    Subjects: “...Portfolio Diversification Index...”
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    Article
  5. 5
    Optimal omega-ratio portfolio performance constrained by tracking error
    by Wade Gunning, Gary van Vuuren
    Published 2020-09-01
    Subjects: “...optimal portfolio...”
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    Article
  6. 6
    Feasible portfolios under tracking error, β, α and utility constraints
    by Michael Daly, Michael Maxwell, Gary van Vuuren
    Published 2018-02-01
    Subjects: “...optimal portfolios...”
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    Article
  7. 7
    An evaluation and comparison of Value at Risk and Expected Shortfall
    by Tom Burdorf, Gary van Vuuren
    Published 2018-10-01
    “...Investment Management & Financial Innovations ...”
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    Article
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