Estimation risk and the implicit value of index-tracking (Q5068090)
From MaRDI portal
scientific article; zbMATH DE number 7503264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation risk and the implicit value of index-tracking |
scientific article; zbMATH DE number 7503264 |
Statements
Estimation risk and the implicit value of index-tracking (English)
0 references
5 April 2022
0 references
portfolio theory
0 references
mean-variance analysis
0 references
shrinkage
0 references
tracking error
0 references
0 references
