Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing

✍ Scribed by Anders G. Ekholm

• Book ID: 116641837
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 271 KB
• Volume: 19
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2012.02.002