Browsing 7th International Scientific Conference “Business and Management 2012” by Subject "tracking error variance"
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Partial index tracking: satisfying different investment profiles with the same subset of stocks
(7th International Scientific Conference “Business and Management 2012”, 2012)Pasive portfolio management aims to minimize the unsystematic risk of the portfolios by imitating the behaviour of a stock index. Partial index tracking enables passive portfolio management by only considering a subset of ...