component of tracking error volatility and it does not exhibit either an upward or a downward trend. Thus, investors do not have …

constraint on the tracking error volatility. We examine three alternative formulations of active portfolio management. The first … active portfolios, while setting a limit on the maximum tracking error variance. In determining optimal active portfolios, we …

the risky asset returns. To combine these goals we formulate a double tracking error problem using asymmetric tracking … error measures in the multistage stochastic programming framework. …

regions for the resampled portfolios needing revision. Tracking error variance minimization (TEVM) problem is used to define … the tracking error efficient frontiers (TEEF) referring to Roll (1992). This paper employs a computation method of the … mean-variance and tracking error analysis. Through TEEF, the dynamic analysis indicates that domestic dynamic …

regions for the resampled portfolios needing revision. Tracking error variance minimization (TEVM) problem is used to define … the tracking error efficient frontiers (TEEF) referring to Roll (1992). This paper employs a computation method of the … mean-variance and tracking error analysis. Through TEEF, the dynamic analysis indicates that domestic dynamic …

decomposes an ILETF's return deviation into misperception-related components and tracking error-related components. Our results …