|
|
Tracking error |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Tracking errorIn an indexing strategy, the standard deviation of the difference between the performance of the benchmark and the replicating portfolio.Tracking error Similar MatchesStatistical tracking errorStatistical tracking errorUsed in the context of general equities. Standard deviation of the difference between the portfolio return and the desired investment benchmark return. Variance minimization approach to trackingVariance minimization approach to trackingAn approach to bond indexing that uses historical data to estimate the variance of the tracking error. |
|
|
|