Tracking error: a multistage portfolio model

Diana Barro, Elio Canestrelli. Tracking error: a multistage portfolio model. Annals OR, 165(1):47-66, 2009. [doi]

@article{BarroC09,
  title = {Tracking error: a multistage portfolio model},
  author = {Diana Barro and Elio Canestrelli},
  year = {2009},
  doi = {10.1007/s10479-007-0308-8},
  url = {http://dx.doi.org/10.1007/s10479-007-0308-8},
  tags = {meta-model, Meta-Environment},
  researchr = {https://researchr.org/publication/BarroC09},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {165},
  number = {1},
  pages = {47-66},
}