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Tracking Error
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From : bionicturtledotcom
Added: Aug 25, 2009
Tracking error (TE) is the standard deviation of the difference between portfolio returns and benchmark returns. The review ex ante and ex post TE and (briefly) TE VaR.
Category : Education
Added: Aug 25, 2009
Tracking error (TE) is the standard deviation of the difference between portfolio returns and benchmark returns. The review ex ante and ex post TE and (briefly) TE VaR.
Category : Education
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