Portfolio Returns and Manager Activity: How to Decompose Tracking Error into Security Selection and Market Timing

Anders Ekholm

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	24th Australasian Finance & Banking Conference
Publication date	2011
Publication status	Published - 2011
MoE publication type	A4 Article in conference proceedings
Event	24th Australasian Finance & Banking Conference - Sydney, Australia Duration: 01.01.1800 → …

Keywords

@inproceedings{0bc8d81291b349b7968b08244063878e,

title = "Portfolio Returns and Manager Activity: How to Decompose Tracking Error into Security Selection and Market Timing",

keywords = "511 Economics",

author = "Anders Ekholm",

note = " Volume: Proceeding volume: ; 24th Australasian Finance & Banking Conference ; Conference date: 01-01-1800",

year = "2011",

language = "English",

booktitle = "24th Australasian Finance & Banking Conference",

}

TY - GEN

T1 - Portfolio Returns and Manager Activity: How to Decompose Tracking Error into Security Selection and Market Timing

AU - Ekholm, Anders

N1 - Volume: Proceeding volume:

PY - 2011

Y1 - 2011

KW - 511 Economics

M3 - Conference contribution

BT - 24th Australasian Finance & Banking Conference

T2 - 24th Australasian Finance & Banking Conference

Y2 - 1 January 1800

ER -