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

Anders Ekholm

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Empirical Finance
Volume	19
Issue number	3
Pages (from-to)	349-358
Number of pages	10
ISSN	0927-5398
DOIs	https://doi.org/10.1016/j.jempfin.2012.02.002
Publication status	Published - 2012
MoE publication type	A1 Journal article - refereed

Keywords

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

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