haku: @indexterm Portfolio investment / yhteensä: 425
viite: 43 / 425
| Tekijä: | Scherer, B. |
| Otsikko: | A note on tracking error funding assumptions |
| Lehti: | Journal of asset management
2001 : DEC, VOL. 2:3, p. 235-240 |
| Asiasana: | Risk management Econometric models Portfolio investment |
| Kieli: | eng |
| Tiivistelmä: | The paper tries to show that changing the funding assumptions in calculating marginal contributions to tracking error can significanntly enhance the interpretation and acceptance of portfolio risk decomposition and implied alpha calculation. |
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