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

Anders Ekholm

Research output: Contribution to journalArticle

1 Citation (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of Empirical Finance
Volume19
Issue number3
Pages (from-to)349-358
Number of pages10
ISSN0927-5398
DOIs
Publication statusPublished - 2012
MoE publication typeA1 Journal article - refereed

Keywords

  • 511 Economics
  • KOTA2012

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