PORTFOLIO MANAGEMENT - Tracking Error and Tactical Asset Allocation - The relationship between statistical measures of tracking error and constraints on deviations from benchmark weights has practical relevance for strategists vis-à-vis managers.
| Year of publication: |
2001
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|---|---|
| Authors: | Ammann, Manuel ; Zimmermann, Heinz |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 2, p. 32-43
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