EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Tracking Error"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 83 Free 70 CC license 7
Type of publication
All
Article 150 Book / Working Paper 42 Other 1
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
English 130 Undetermined 59 German 2 Polish 2
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
ECONIS (ZBW) 114 RePEc 62 EconStor 7 Other ZBW resources 6 BASE 4
Showing 61 - 70 of 193
Cover Image
Optimal omega-ratio portfolio performance constrained by tracking error
Gunning, Wade; Van Vuuren, Gary - In: Investment management and financial innovations 17 (2020) 3, pp. 263-280
Persistent link: https://www.econbiz.de/10012406128
Saved in:
Cover Image
WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions
Kaniel, Ron; Parham, Robert - 2015
We exploit a novel natural experiment to establish a clear causal relation between media attention and consumer investment behavior. Our findings indicate a 31 percent local average increase in quarterly capital flows into mutual funds mentioned in a prominent Wall Street Journal “Category...
Persistent link: https://www.econbiz.de/10011807999
Saved in:
Cover Image
Tracking Ability and Pricing Efficiency of Exchange Traded Funds: Evidence from Borsa Istanbul
Baş, Nazlı Kalfa; Sarıoğlu, Serra Eren - In: Business and Economics Research Journal 6 (2015) 1, pp. 19-33
(arithmetic mean, absolute mean and quadratic tracking error) to measure the tracking errors and find that these errors are …
Persistent link: https://www.econbiz.de/10011240244
Saved in:
Cover Image
Optimal holdings of active, passive and smart beta strategies
Bellord, Edmund; Livnat, Joshua; Porter, Dan; Tarlie, … - In: Journal of investment management : JOIM 17 (2019) 2, pp. 40-62
Persistent link: https://www.econbiz.de/10012254277
Saved in:
Cover Image
Active investment strategies under tracking error constraints
Maxwell, Michael; Van Vuuren, Gary - In: International advances in economic research : IAER ; an … 25 (2019) 3, pp. 309-322
Persistent link: https://www.econbiz.de/10012234315
Saved in:
Cover Image
Pricing efficiency of exchange traded funds tracking the Gulf Cooperation Countries
Almudhaf, Fahad - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 117-140
Persistent link: https://www.econbiz.de/10012041989
Saved in:
Cover Image
Investment strategy performance under tracking error constraints
Evans, Carig; Van Vuuren, Gary - In: Investment management and financial innovations 16 (2019) 1, pp. 239-257
Persistent link: https://www.econbiz.de/10012056150
Saved in:
Cover Image
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui; Wang, Tianyang; Zhang, Yi; Sun, Pengfei - In: Pacific-Basin finance journal 57 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
Cover Image
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L. - In: Journal of mathematical finance 9 (2019) 4, pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
Saved in:
Cover Image
Tracking ability of exchange-traded funds : evidence from Emerging Markets Equity ETFs
Miziołek, Tomasz; Feder-Sempach, Ewa - In: Bank i kredyt 50 (2019) 3, pp. 221-248
Persistent link: https://www.econbiz.de/10012502770
Saved in:
  • First
  • Prev
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...