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Diana Barro
Information about the author Diana Barro will soon be added to the site.
Found
3 papers
in total
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Downside risk in multiperiod tracking error models
2014
The recent crisis made it evident that replicating the performance of a benchmark is...
Tracking error: A multistage portfolio model
2009
We study multistage tracking error problems. Different tracking error measures,...
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
2005
We study a dynamic portfolio management problem over a finite horizon with transaction...
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