what is the definition of "tracking error" in Asset Management Field?

Written on October 8, 2009 at 3:17 am, by admin

Tracking error is the standard deviation of the portfolio of differences:
Let 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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sports betting money management

Written on March 15, 2010 at 9:08 am, by admin

http://SportsBetting.Weebly.com
sports betting money management

Duration : 37 sec

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Event Management Company Las Vegas

Written on March 15, 2010 at 9:08 am, by admin

Event Management Company Las Vegas – Do you need an event management company in Las Vegas? Visit http://www.StaceyLeeAgency.com and event management company Las Vegas, need event staffing, they'll put trained staff in the event booth for you, pre qualified, The Best Event Management Company Las Vegas

Duration : 51 sec

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Dimensions of a Change Management Model

Written on March 15, 2010 at 9:08 am, by admin

http://blog.leadingresources.com/79/our-change-management-model
change management model

Duration : 2 min 2 sec

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Manage Your Time Using Outlook

Written on March 15, 2010 at 9:08 am, by admin

Learn how to manage your time using Outlook – you will save time meaning you have more time to work on your business and earn more money. Go to http://keepitsimplesoftwaretraining.com/our-courses/ for more information

Duration : 4 min 49 sec

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