A Mean/Variance Analysis of Tracking Error

Authors
Richard Roll
Citation
Richard Roll, A Mean/Variance Analysis of Tracking Error, Journal of portfolio management, 18(04), 1992, pp. 13
Journal title
Journal of portfolio management → ACNP
ISSN journal
00954918
Volume
18
Issue
04
Year of publication
1992
Database
ICR
SICI code
0095-4918(1992)18:04<13:AMAOTE>2.0.ZU;2-2