Tracking Error and Tactical Asset Allocation

Financial Analysts Journal

Volumn 57, Issue 2, 2001, Pages 32-43

  Ammann, Manuel ^a   Zimmermann, Heinz ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344666794     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v57.n2.2431     Document Type: Article

References (5)

1. Grinold, R.C., and R.N. Kahn. 1995. Active Portfolio Management. Chicago, IL: Irwin.
2. Kritzman, M. 1987. "Incentive Fees: Some Problems and Some Solutions." Financial Analysts Journal, vol. 43, no. 1 (January/ February):21-26.
3. Larsen, G.A., and B.G. Resnick. 1998. "Empirical Insights on Indexing." Journal of Portfolio Management, vol. 25, no. 1 (Fall):51-60.
4. Margrabe, W. 1978. "The Value of an Option to Exchange One Asset for Another." Journal of Finance, vol. 33, no. 1 (March):177-186.
5. Roll, R. 1992. "A Mean/Variance Analysis of Tracking Error." Journal of Portfolio Management, vol. 18, no. 4 (Summer):13-22.