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A linear model for tracking error minimization

Journal of Banking \& Finance, 23(1): 85--103, 1999.
Authors: Markus Rudolf and Hans-J{\"u}rgen Wolter and Heinz Zimmermann
URL: http://www.sciencedirect.com/science/article/B6VCY-3YN9JK2-4/1/6a14a29b5562e3e9d72c79f44785be72
Description: Journal of Banking & Finance
Tags: Tracking error
| URL | BibTeX  
@article{Rudolf1999,
title = {A linear model for tracking error minimization},
author = {Markus Rudolf and Hans-J{\"u}rgen Wolter and Heinz Zimmermann},
journal = {Journal of Banking \& Finance},
month = {Jan},
number = {1},
pages = {85--103},
url = {http://www.sciencedirect.com/science/article/B6VCY-3YN9JK2-4/1/6a14a29b5562e3e9d72c79f44785be72},
volume = {23},
year = {1999},
description = {Journal of Banking & Finance},
keywords = {Tracking error }
}