Allocating the tracking error for the multi-asset-class fund by reconciling bottom-up model with top-down model
Year of publication: |
2023
|
---|---|
Authors: | Sermsakskul, Korkiat ; Suchintabandid, Sira |
Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 10.2023, 1, Art.-No. 2350006, p. 1-29
|
Subject: | multi-asset-class fund | TE allocation | TE utilization | Tracking error | Theorie | Theory | Portfolio-Management | Portfolio selection |
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