SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Discovering Errors in Tracking Error · Study

ArticleShelves

ArticleDiscovering Errors in Tracking Error

Peter F. Pope1994

Article1994

Discovering Errors in Tracking Error

Peter F. Pope · Pradeep K. Yadav

145 citations·0/0 files stored·The Journal of Portfolio Management

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 145 citations exist upstream.

References

1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Cited by

1994THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1 2005Factor based index tracking 2007Index tracking with constrained portfolios 2006Index Changes and Losses to Index Fund Investors 2010Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds 2015Measuring the dynamics of global business cycle connectedness 2011Carbon reporting: does it matter?2015On detecting end-of-sample instabilities

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1991Conditional Heteroskedasticity in Asset Returns: A New Approacharticle · 1 shared reference 1996Multifactor Explanations of Asset Pricing Anomaliesarticle · 1 shared reference 1991Efficient Capital Markets: IIarticle · 1 shared reference 1988Permanent and Temporary Components of Stock Pricesarticle · 1 shared reference 1990Evidence of Predictable Behavior of Security Returnsarticle · 1 shared reference 1988Mean reversion in stock pricesarticle · 1 shared reference

Details

Year1994

Typearticle

Published1994-01-31

VenueThe Journal of Portfolio Management

ISSN-L0095-4918

Languageen

Citations145

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.3905/jpm.1994.409471

openalex_workW2079754204

Links

Imported from OpenAlex (CC0) — nothing here is generated.