Work

Sorting vs. Optimizing: Holding the Largest N Names Is Less Efficient than Minimizing Tracking Error Using Only N Names

Year: 2024

Type: article

Source: The Journal of Beta Investment Strategies

DOI: 10.3905/jbis.2024.1.078

Author: Anthony Renshaw

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405762689

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Related to: 10