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}, }