Explain why backward-looking tracking error has limitations for estimating a portfolios future tracking error.

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Explain why backward-looking tracking error has limitations for estimating a portfolio’s future tracking error.

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:47 AM

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Explain why backward-looking tracking error has limitations for estimating a portfolios future tracking error.

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A portfolios backwardlooking tracking error is computed based on ...View the full answer

Bond Markets Analysis and Strategies

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