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  • Search: subject:"Tracking error frontier"
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Year of publication
Subject
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Portfolio selection 6 Portfolio-Management 6 Statistical error 5 Statistischer Fehler 5 Theorie 5 Theory 5 tracking error frontier 4 Capital income 3 Kapitaleinkommen 3 Tracking error frontier 3 Anlageverhalten 2 Behavioural finance 2 main axis slope 2 maximum diversification 2 portfolio optimisation 2 Active portfolio optimisation 1 Benchmarking 1 Beta risk 1 Betafaktor 1 CAPM 1 Diversification 1 Diversifikation 1 Efficient frontier 1 Forecasting model 1 Foreign portfolio investment 1 Investment constraints 1 Mathematical programming 1 Mathematische Optimierung 1 Nutzen 1 Optimal portfolios 1 Portfolio-Investition 1 Prognoseverfahren 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Sharpe ratio 1 Utility 1 active management 1 alpha 1
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Online availability
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Undetermined 5 Free 2 CC license 1
Type of publication
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Article 7
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Article 1
Language
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English 7
Author
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Van Vuuren, Gary 7 Maxwell, Michael 3 Daly, Michael 2 Gunning, Wade 2 Du Sart, Colin F. 1 Evans, Carig 1 Thomson, Daniel 1
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Published in...
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Investment management and financial innovations 2 Applied economics 1 Cogent Economics & Finance 1 Cogent economics & finance 1 International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
Source
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ECONIS (ZBW) 6 EconStor 1
Showing 1 - 7 of 7
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Exploring the drivers of tracking error constrained portfolio performance
Gunning, Wade; Van Vuuren, Gary - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-15
Maximising returns is often the primary goal of asset management but managing and mitigating portfolio risk also plays a significant role. Successful active investing requires outperformance of a benchmark through skillful stock selection and market timing, but these bets necessarily give rise...
Persistent link: https://www.econbiz.de/10014001592
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Cover Image
Exploring the drivers of tracking error constrained portfolio performance
Gunning, Wade; Van Vuuren, Gary - In: Cogent economics & finance 7 (2019) 1, pp. 1-15
Maximising returns is often the primary goal of asset management but managing and mitigating portfolio risk also plays a significant role. Successful active investing requires outperformance of a benchmark through skillful stock selection and market timing, but these bets necessarily give rise...
Persistent link: https://www.econbiz.de/10014232612
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Cover Image
Comparing the performance and composition of tracking error constrained and unconstrained portfolios
Du Sart, Colin F.; Van Vuuren, Gary - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 276-287
Persistent link: https://www.econbiz.de/10012656294
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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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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
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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael; Maxwell, Michael; Van Vuuren, Gary - In: Investment management and financial innovations 15 (2018) 1, pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
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Optimizing tracking error-constrained portfolios
Maxwell, Michael; Daly, Michael; Thomson, Daniel; Van … - In: Applied economics 50 (2018) 54, pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
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