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  • Search: subject:"Tracking error"
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Year of publication
Subject
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Portfolio selection 73 Portfolio-Management 72 tracking error 66 Tracking error 60 Investmentfonds 50 Investment Fund 49 Index derivative 48 Indexderivat 48 Capital income 41 Kapitaleinkommen 41 Theorie 40 Theory 40 Aktienindex 33 Stock index 33 Statistical error 19 Statistischer Fehler 19 Tracking Error 17 Volatility 17 Volatilität 15 Benchmarking 13 ETF 12 Anlageverhalten 11 Behavioural finance 11 Börsenkurs 11 Exchange-traded funds 11 Share price 11 Welt 11 World 11 ETFs 10 India 9 Indien 9 Risk 9 Estimation 8 Schätzung 8 Aktienfonds 7 CAPM 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 80 Free 66 CC license 6
Type of publication
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Article 142 Book / Working Paper 42 Other 1
Type of publication (narrower categories)
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Article in journal 96 Aufsatz in Zeitschrift 96 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Arbeitspapier 7 research-article 6 Article 4 Hochschulschrift 2 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 122 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 Gunning, Wade 3 Ling, Aifan 3 Maxwell, Michael 3 Miziołek, Tomasz 3 Tang, Hongfei 3 Wolf, Michael 3 Xu, Xiaoqing Eleanor 3 Abate, Guido 2 Abid, Fathi 2 Alves, Carlos 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 Chen, Jun 2 Chen, Yi 2 Cheng, Gong 2 Chu, Patrick Kuok-Kun 2 Daly, Michael 2 Doskočil, Radek 2 Ekholm, Anders G. 2 Feder-Sempach, Ewa 2 Ferrari, Pierpaolo 2 Frijns, Bart 2 Gallagher, David R. 2 Gan, Christopher 2 Hallerbach, W.G.P.M. 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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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 The journal of asset management : a major new, international quarterly journal for the financial community 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 Financial analysts journal : FAJ 2 Frankfurt School - Working Paper Series 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 investment management : JOIM 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 Australian journal of management 1 Bank i kredyt 1
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Source
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ECONIS (ZBW) 107 RePEc 62 EconStor 6 Other ZBW resources 6 BASE 4
Showing 51 - 60 of 185
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
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What drives the market for exchange-traded notes?
Rakowski, David; Shirley, Sara - In: Journal of banking & finance 111 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012221059
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Exposition of evidence for idiosyncratic versus induced seasonality in ETF performance
Alves, Carlos; Reis, Duarte André de Castro - In: Applied economics letters 27 (2020) 1, pp. 14-18
Persistent link: https://www.econbiz.de/10012205362
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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
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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
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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
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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
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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
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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
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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
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