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A Note on Portfolio Performance Attribution: Taking Risk into Account

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  • Philippe Bertrand

    () (CERGAM - Centre d'√Čtudes et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Universit√© - UTLN - Universit√© de Toulon)

Abstract

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Suggested Citation

  • Philippe Bertrand, 2005. "A Note on Portfolio Performance Attribution: Taking Risk into Account," Post-Print hal-01833107, HAL.
  • Handle: RePEc:hal:journl:hal-01833107
    DOI: 10.2139/ssrn.2564570
    Note: View the original document on HAL open archive server: https://hal-amu.archives-ouvertes.fr/hal-01833107
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    Cited by:

    1. Michael Maxwell & Michael Daly & Daniel Thomson & Gary van Vuuren, 2018. "Optimizing tracking error-constrained portfolios," Applied Economics, Taylor & Francis Journals, vol. 50(54), pages 5846-5858, November.
    2. Michael Maxwell & Gary Vuuren, 2019. "Active Investment Strategies under Tracking Error Constraints," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(3), pages 309-322, August.

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