7. a. What does the marginal contribution to tracking error mean? b. Suppose that the marginal contribution

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a. What does the marginal contribution to tracking error mean?

b. Suppose that the marginal contribution to tracking error for some factor is negative. What does that mean?

c. Why is the marginal contribution to tracking error a useful measure for a portfolio manager?

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Equity Valuation And Portfolio Management

ISBN: 9780470929919

1st Edition

Authors: Frank J. Fabozzi, Harry M. Markowitz

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Question Posted: Oct 22, 2024 08:00 AM

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7. a. What does the marginal contribution to tracking error mean? b. Suppose that the marginal contribution

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Equity Valuation And Portfolio Management

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