Indexation and Tracking Errors
Index tracking is possibly the most popular form of passive fund management. Tracking errors summarize the extent to which an index fund is able to accurately track a benchmark index. Although it is common both in academic studies and in the financial practice to choose quadratic tracking error measures, we argue that linear tracking error measaures give a more accurate description of the investors' risk...
Year of publication: |
2001-06-01
|
---|---|
Authors: | Rey, David Michael ; Seiler, Daniel |
Institutions: | Universität <Sankt Gallen> |
Published in: | |
Subject: | Index | Portfoliomanagement | portfolio management | Benchmark |
Saved in:
Extent: | 424960 bytes 34 p. application/pdf |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Reports, Studies ; Global Resources |
Source: | USB Cologne (business full texts) |
Persistent link: https://www.econbiz.de/10005866750
Saved in favorites
Similar items by subject
-
Is there too much benchmarking in asset management?
Kashyap, Anil K., (2021)
-
The benchmark inclusion subsidy
Kashyap, Anil K., (2018)
-
A methodology for planning sustainable supply chain initiatives
Kucht Campos, Juliana, (2016)
- More ...
Similar items by person