Constraining tracking risk (i.e., the variance of the return difference between the managed and the benchmark portfolio)

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Constraining tracking risk (i.e., the variance of the return difference between the managed and the benchmark portfolio) acts to keep the Treynor-Black portfolio within reasonable weights. L02

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 06:01 AM

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Constraining tracking risk (i.e., the variance of the return difference between the managed and the benchmark portfolio)

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ISE Investments

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