Funds monthly relative returns and relative Tracking Error Volatility (TEV) for each fund versus the benchmark given
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Funds monthly relative returns and relative Tracking Error Volatility (TEV) for each fund versus the benchmark given by the insurance company in the 3 years period. The TEV is the volatility of the relative returns of the fund versus those of the benchmark.
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Related Book For
Elements Of Numerical Mathematical Economics With Excel Static And Dynamic Optimization
ISBN: 9780128176498
1st Edition
Authors: Giovanni Romeo
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