Search Results - subject:"Tracking Error"

Sermsakskul, Korkiat; Suchintabandid, Sira - In: International journal of financial engineering 10 (2023) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10014251251

Rompotis, Gerasimos G. - In: Journal of asset management : a major new, … 26 (2025) 2, pp. 159-175

Persistent link: https://www.econbiz.de/10015447784

Duyvesteyn, Johan; Houweling, Patrick; Linden, Lodewijk … - In: Derivatives Applications in Asset Management : From …, (pp. 447-455). 2025

Persistent link: https://www.econbiz.de/10015434689

Kostovetsky, Leonard; Warner, Jerold - In: Journal of banking and finance 173 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015558596

Cheng, Gong; Jondeau, Eric; Mojon, Benoît - In: Journal of investment management : JOIM 23 (2025) 3, pp. 18-48

Persistent link: https://www.econbiz.de/10015651845

Rompotis, Gerasimos G. - In: International journal of accounting and finance 11 (2022) 2, pp. 99-114

Persistent link: https://www.econbiz.de/10014306703

Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-20

, including classical weight, flexible, norm-based, variance-based, tracking error volatility, and beta constraints. We employed …

Persistent link: https://www.econbiz.de/10013200408

Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-20

, including classical weight, flexible, norm-based, variance-based, tracking error volatility, and beta constraints. We employed …

Persistent link: https://www.econbiz.de/10012804902

Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed - In: Quantitative finance 22 (2022) 2, pp. 303-319

Persistent link: https://www.econbiz.de/10013167745

Perera, Devmali; Białkowski, Je̜drzej; Bohl, Martin T. - 2022

Persistent link: https://www.econbiz.de/10013545737

A service of the

FAQ-Assistent (beta)