Contribution to portfolio tracking error volatility with geometric illustration
Jubao Zhang and Juan Ma
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Jubao ; Ma, Juan |
| Subject: | correlation | Factor analysis | portfolio | Risk attribution | Tracking error volatility | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Faktorenanalyse | Theorie | Theory | Kapitaleinkommen | Capital income | Statistischer Fehler | Statistical error | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2212947 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015095156