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  • Search: subject:"Tracking Error"
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Year of publication
Subject
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Portfolio selection 77 Portfolio-Management 76 tracking error 69 Tracking error 65 Investmentfonds 53 Investment Fund 52 Index derivative 51 Indexderivat 51 Capital income 45 Kapitaleinkommen 45 Theorie 42 Theory 42 Aktienindex 36 Stock index 36 Statistical error 19 Statistischer Fehler 19 Tracking Error 17 Volatility 17 Volatilität 15 Benchmarking 14 Anlageverhalten 12 Behavioural finance 12 ETF 12 ETFs 12 Börsenkurs 11 Exchange-traded funds 11 Share price 11 Welt 11 World 11 Estimation 9 India 9 Indien 9 Risk 9 Schätzung 9 CAPM 8 Aktienfonds 7 Equity fund 7 Exchange traded funds 7 Mathematical programming 7 Mathematische Optimierung 7
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Online availability
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Undetermined 83 Free 70 CC license 7
Type of publication
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Article 150 Book / Working Paper 42 Other 1
Type of publication (narrower categories)
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Article in journal 102 Aufsatz in Zeitschrift 102 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Arbeitspapier 7 research-article 6 Article 5 Aufsatz im Buch 2 Book section 2 Hochschulschrift 2 Thesis 1
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Language
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English 130 Undetermined 59 German 2 Polish 2
Author
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Van Vuuren, Gary 12 Ivanov, Stoyu I. 6 Palomba, Giulio 6 Riccetti, Luca 6 Martens, Martin 5 Barro, Diana 4 Canestrelli, Elio 4 Dijk, Dick van 4 Pooter, Michiel de 4 Cheng, Gong 3 Gunning, Wade 3 Jondeau, Eric 3 Ling, Aifan 3 Maxwell, Michael 3 Miziołek, Tomasz 3 Mojon, Benoît 3 Rompotis, Gerasimos G. 3 Tang, Hongfei 3 Wolf, Michael 3 Xu, Xiaoqing Eleanor 3 Abate, Guido 2 Abid, Fathi 2 Alves, Carlos 2 Andreu, Laura 2 Angelidis, Timotheos 2 Bahadar, Stephen 2 Bansal, Vipul K. 2 Basak, Suleyman 2 Białkowski, Je̜drzej 2 Blitz, David 2 Bohl, Martin T. 2 Bonafini, Tommaso 2 Cai, Taotao 2 Chen, Jun 2 Chen, Yi 2 Chu, Patrick Kuok-Kun 2 Daly, Michael 2 Doskočil, Radek 2 Ekholm, Anders G. 2 Feder-Sempach, Ewa 2
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Institution
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Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 3 Department of Economics, University of Peloponnese 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 C.E.P.R. Discussion Papers 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Frankfurt School of Finance and Management 1 Henley Business School, University of Reading 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 School of Management, Yale University 1 Shaker Verlag 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 1
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Published in...
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Journal of asset management : a major new, international quarterly journal for the financial community 5 Applied economics letters 4 Global finance journal 4 Investment management and financial innovations 4 Global Business and Economics Review 3 International Journal of Managerial Finance 3 Journal of investment management : JOIM 3 Working Papers / Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 3 Annales Universitatis Mariae Curie-Skłodowska 2 Applied economics 2 Australian Journal of Management 2 Computational Statistics 2 Contaduría y Administración 2 ERIM Report Series Research in Management 2 Finance research letters 2 Financial analysts journal : FAJ 2 Frankfurt School - Working Paper Series 2 International Journal of Financial Studies : open access journal 2 International journal of financial services management : IJFSM 2 International review of economics & finance : IREF 2 Journal of Banking & Finance 2 Journal of empirical finance 2 Journal of international financial markets, institutions & money 2 Journal of mathematical finance 2 MPRA Paper 2 Management Science 2 Quantitative finance 2 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Serie Research Memoranda 2 Studies in economics and finance 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Tinbergen Institute Discussion Papers 2 Working Papers / Department of Economics, University of Peloponnese 2 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 American Journal of Finance and Accounting 1 Applied financial economics 1 Argumenta oeconomica 1 Asia-Pacific journal of financial studies 1 Atlantic economic journal : AEJ 1
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Source
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ECONIS (ZBW) 114 RePEc 62 EconStor 7 Other ZBW resources 6 BASE 4
Showing 21 - 30 of 193
Cover Image
Building portfolios of sovereign securities with decreasing carbon footprints
Cheng, Gong; Jondeau, Eric; Mojon, Benoît - 2022
We propose a strategy to build portfolios of sovereign securities with progressively declining carbon footprints. Passive investors could use it as a new Paris-consistent benchmark to construct a “net zero” (NZ) portfolio while tracking closely the risk-adjusted returns of a...
Persistent link: https://www.econbiz.de/10013492077
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Cover Image
Reconciling TEV and VaR in active portfolio management : a new frontier
Lucchetti, Riccardo; Nicolau, Mihaela; Palomba, Giulio; … - 2022
Persistent link: https://www.econbiz.de/10013330699
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Cover Image
Building portfolios of sovereign securities with decreasing carbon footprints
Cheng, Gong; Jondeau, Eric; Mojon, Benoît - 2022
Persistent link: https://www.econbiz.de/10013370635
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Cover Image
Contribution to portfolio tracking error volatility with geometric illustration
Zhang, Jubao; Ma, Juan - In: Applied economics letters 31 (2024) 20, pp. 2176-2181
Persistent link: https://www.econbiz.de/10015095156
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Cover Image
Eine regulatorische und ökonomische Analyse der Währungsabsicherung von OGAW-Anteilsklassen : empirische Nachweise aus Liechtenstein
Hug, Andrej Michael - 2021
Ergebnisse einer multiplen Regressionsanalyse unter Einbezug verschiedener potentieller Determinanten für den Tracking Error in …
Persistent link: https://www.econbiz.de/10012648011
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Cover Image
Portfolio performance under tracking error and benchmark volatility constraints
Hausner, Jan Frederick; Van Vuuren, Gary - In: Journal of economics, finance & administrative science 26 (2021) 51, pp. 94-111
and 60% bonds, a constant tracking error (TE) frontier was constructed and implemented. Portfolio performance for …
Persistent link: https://www.econbiz.de/10012598597
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Cover Image
EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana; Doskočil, Radek - 2021
Tracking error, Jensen alpha, Treynor ratio, Appraisal ratio, Information ratio are used to evaluate ETFs performance. The …
Persistent link: https://www.econbiz.de/10012426804
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Cover Image
EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana; Doskočil, Radek - 2021
Tracking error, Jensen alpha, Treynor ratio, Appraisal ratio, Information ratio are used to evaluate ETFs performance. The …
Persistent link: https://www.econbiz.de/10015335820
Saved in:
Cover Image
Portfolio performance under tracking error and benchmark volatility constraints
Hausner, Jan Frederick; Van Vuuren, Gary - In: Journal of Economics, Finance and Administrative Science 26 (2021) 51, pp. 94-111
and 60% bonds, a constant tracking error (TE) frontier was constructed and implemented. Portfolio performance for …
Persistent link: https://www.econbiz.de/10013192195
Saved in:
Cover Image
Portfolio performance under tracking error and asset weight constraints
Daly, Michael H.; Van Vuuren, Gary - In: Journal of economic and financial sciences : JEF 13 (2020) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012321264
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