Search Results - subject:"Tracking Error"

Tsalikis, George; Papadopoulos, Simeon - In: Investment management and financial innovations 15 (2018) 2, pp. 165-182

Persistent link: https://www.econbiz.de/10012055169

Barro, Diana; Canestrelli, Elio - Dipartimento di Economia, Università Ca' Foscari Venezia - 2012

In this contribution we propose a dynamic tracking error problem and we consider the problem of monitoring at discrete …

Persistent link: https://www.econbiz.de/10010907232

Barro, Diana; Canestrelli, Elio - Dipartimento di Economia, Università Ca' Foscari Venezia - 2012

multiperiod double tracking error portfolio model which combines these two goals and provide enough flexibility. In particular …

Persistent link: https://www.econbiz.de/10010559986

Chen, Jun; Chen, Yi; Frijns, Bart - In: Pacific Accounting Review 29 (2017) 3, pp. 443-462

Purpose The aim of this study is to examine the tracking performance and tracking error (TE) of New Zealand exchange …

Persistent link: https://www.econbiz.de/10014969104

Sarkar, Swapan - In: Research bulletin / The Institute of Cost Accountants … 42 (2016/2017) 4, pp. 23-37

Persistent link: https://www.econbiz.de/10011722276

Chen, Zhe; Gallagher, David R.; Schmidt, Camille H. - In: Australian journal of management 42 (2017) 2, pp. 296-307

Persistent link: https://www.econbiz.de/10011774880

Chen, Jun; Chen, Yi; Frijns, Bart - In: Pacific accounting review 29 (2017) 3, pp. 443-462

Persistent link: https://www.econbiz.de/10011759246

Zimmermann, Kevin - 2017

Persistent link: https://www.econbiz.de/10011583346

Riccetti, Luca - In: Journal of risk 19 (2016/2017) 4, pp. 79-102

Persistent link: https://www.econbiz.de/10011710254

Mateus, Cesario; Rahmani, Yana - In: Journal of mathematical finance 7 (2017) 4, pp. 975-989

Persistent link: https://www.econbiz.de/10011860220

A service of the