Active or passive portfolio: A tracking error analysis under uncertainty theory

Author:

Yang Tingting,Huang XiaoxiaORCID

Funder

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Rehabilitating the role of active management for pension funds;Aglietta;Journal of Banking and Finance,2012

2. Active portfolio management with benchmarking: Adding a value-at-risk constraint;Alexander;Journal of Economic Dynamics and Control,2008

3. Active portfolio management with benchmarking: A frontier based on alpha;Alexander;Journal of Banking and Finance,2010

4. A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning;Almahdi;Expert Systems with Applications,2019

5. Mutual fund performance attribution and market timing using portfolio holdings;Andreu;International Review of Economics and Finance,2018

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