Concepedia

Tracking Error Analysis

Tracking Error Analysis is a formal metric in portfolio analytics that quantifies the deviation of a portfolio's returns from those of a specified benchmark over time, distinguishing itself by focusing on the volatility of relative performance as a measure of active management risk.

210

Publications

9.6K

Citations

538

Authors

258

Institutions

Publications per year

2017–2026

48

Variants

Active Risk Analysis

Parents

Publications

210

A Mean/Variance Analysis of Tracking Error

Richard Roll · The Journal of Portfolio Management · 1992 · 764 citations

, , +17

Analysis and Synthesis of Discrete-Time Repetitive Controllers

Masayoshi Tomizuka, Tsu‐Chin Tsao, Kok-Kia Chew · Journal of Dynamic Systems Measurement and Control · 1989 · 616 citations

, , +15

Tracking and regulation control of an underactuated surface vessel with nonintegrable dynamics

Aman Behal, D.M. Dawson, Warren E. Dixon et al. · IEEE Transactions on Automatic Control · 2002 · 224 citations

, , +17

Discrete-Time Domain Analysis and Synthesis of Repetitive Controllers

Masayoshi Tomizuka, Tsu‐Chin Tsao, Kok-Kia Chew · 1988 · 211 citations

, , +16

A linear model for tracking error minimization

Markus Rudolf, Hans-Jürgen Wolter, Heinz Zimmermann · Journal of Banking & Finance · 1999 · 203 citations

, , +10

1–5 of 210

Authors

538

  1. JC
    Jie Chen

    University of California, Riverside, United States

    4 publications · 305 citations

    4

    h-index

  2. LQ
    Li Qiu

    Hong Kong University of Science and Technology, Hong Kong SAR China

    3 publications · 229 citations

    3

    h-index

  3. DD
    D.M. Dawson

    Clemson University, United States

    3 publications · 266 citations

    3

    h-index

  4. SH
    Steven H. Low

    California Institute of Technology, United States

    3 publications · 138 citations

    3

    h-index

  5. MT
    Masayoshi Tomizuka

    University of California, Berkeley, United States

    3 publications · 954 citations

    3

    h-index

1–5 of 538

Institutions

258

  1. University of California, Riverside

    Riverside, United States

    8 h-index

    12 publications

    609 citations

  2. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    6 h-index

    7 publications

    395 citations

  3. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    7 publications

    147 citations

  4. Stanford University

    Stanford, United States

    4 h-index

    17 publications

    2.7K citations

  5. University of Pennsylvania

    Philadelphia, United States

    4 h-index

    6 publications

    438 citations

  6. Beijing Institute of Technology

    Beijing, China

    3 h-index

    8 publications

    238 citations

  7. KU Leuven

    Leuven, Belgium

    3 h-index

    7 publications

    186 citations

  8. Beihang University

    Beijing, China

    3 h-index

    9 publications

    191 citations

1–8 of 258

Venues

  1. The Journal of Portfolio Management

    JPM · 9 publications · 1.4K citations

    9

    h-index

  2. IEEE Transactions on Automatic Control

    7 publications · 728 citations

    7

    h-index

  3. Journal of Asset Management

    5 publications · 122 citations

    5

    h-index

  4. 5

    h-index

  5. IET Control Theory and Applications

    4 publications · 159 citations

    4

    h-index

1–5