Work

Improved Tracking-Error Management for Active and Passive Investing

Year: 2024

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2024.1.665

Authors: Gianluca De Nard, Olivier Ledoit, Michael Wolf

Institutions: University of Zurich, New York University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405836711

FWCI: 1.459

Cites:

Cited by: 4

Related to: 10