what is the definition of "tracking error" in Asset Management Field?
Written on October 8, 2009 at 3:17 am, by adminLet X be your portfolio; let B be the chosen benchmark.
Then d=X-B is the portfolio of differences (which adds to zero)
then TE=std(d) is the tracking error. If you have a covariance matrix S for your assets, then
TE=((X-B)’S(X-B))^(1/2).
Tracking error “interpretation” is the uncertainty of the excess returns (that is, of the return of the portfolio vs the benchmark’s)
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Written on March 9, 2010 at 10:26 am, by admin
Esource Global is executive search services for companies seeking human capital solutions,the process begins here. Esource Global HR is premier quality executive search and Management Consulting firm that is committed to performance, quality and results.
Duration : 1 min 34 sec
Silkin Management Group Client Success
Written on March 9, 2010 at 10:26 am, by admin
See examples of successes of clients of Silkin Management Group.
Duration : 2 min
Property Management in Seattle
Written on March 9, 2010 at 10:26 am, by admin
Dave Poletti & Associates is a full service Property Management company located in Seattle.
Duration : 1 min 3 sec
diabetes management solutions 3
Written on March 9, 2010 at 10:26 am, by admin
the diabetes management solutions project is a 30 day experiment into effective diabetes management techniques at the poor diabetic blog.
This is a summary for the end of week 3
you can follow the project at http://thepoordiabetic.com
Duration : 9 min 29 sec