Tracking error-the standard deviation of active returns-is, Ask an Expert

Management Studies

Tracking error-the standard deviation of active returns-is a common measure of a portfolio's ex ante risk.

What are some limitations of using expected tracking error to measure the ex ante risk of an equity portfolio?

When developing an equity factor risk model, why is it a good idea to include all of the return variables (the variables used to calculate stocks' alphas) as factors in the risk model?

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Business Management, Management Studies

Category:- Business Management
Reference No.:- M92034476

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