Portait Roland

Roland Portait

Information about the author Roland Portait will soon be added to the site.
Found 2 papers in total
Portfolio optimization under tracking error and weights constraints
Portfolio optimization under tracking error and weights constraints
2011
The performance of active portfolio managers who must comply with a weights constraint...
Dynamic asset allocation in a mean-variance framework
Dynamic asset allocation in a mean-variance framework
1998
The aim of this article is to analyze the portfolio strategies that are mean-variance...
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