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Tracking Error: Ex-Ante versus Ex-Post Measures


  • Steve Satchell
  • Soosung Hwang


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Suggested Citation

  • Steve Satchell & Soosung Hwang, 2001. "Tracking Error: Ex-Ante versus Ex-Post Measures," Working Papers wp01-15, Warwick Business School, Finance Group.
  • Handle: RePEc:wbs:wpaper:wp01-15

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    References listed on IDEAS

    1. Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E., 2002. "Using Bayesian variable selection methods to choose style factors in global stock return models," Journal of Banking & Finance, Elsevier, vol. 26(12), pages 2301-2325.
    2. Thierry Roncalli & Gael Riboulet & Ashkan Nikeghbali & Vado Durrleman & Erick Bouy?, 2001. "Copulas: an Open Field for Risk Management," Working Papers wp01-01, Warwick Business School, Finance Group.
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    Cited by:

    1. Luca Riccetti, 2012. "Using tracking error volatility to check active management and fee level of investment funds," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(3), pages 139-158.

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