Concepedia

Tracking Error Management

Tracking Error Management is a portfolio risk management framework that specifically governs the control and optimization of the deviation of a portfolio’s returns from those of its benchmark index to enhance active investment performance.

16

Publications

422

Citations

32

Authors

25

Institutions

Publications per year

2017–2026

1

Variants

Active Risk Management

Parents

Publications

16

Index Changes and Losses to Index Fund Investors

Honghui Chen, Gregory Noronha, Vijay Singal · Financial Analysts Journal · 2006 · 90 citations · Full text

, , +15

Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management

Ulrich Derigs, Nils-H. Nickel · OR Spectrum · 2003 · 59 citations

, , +15

Nonlinear Piezo-Actuator Control by Learning Self-Tuning Regulator

C. James Li, Homayoon Beigi, Shengyi Li et al. · Journal of Dynamic Systems Measurement and Control · 1993 · 38 citations

, , +14

Index Fundamentalism Revisited

Kenneth S. Reinker, Edward Tower · The Journal of Portfolio Management · 2004 · 24 citations

, , +16

Another Look at Portfolio Optimization under Tracking-Error Constraints

Philippe Bertrand · Financial Analysts Journal · 2010 · 24 citations

, , +17

1–5 of 16

Authors

32

  1. VS
    Vijay Singal

    Virginia Tech, United States

    2 publications · 112 citations

    2

    h-index

  2. HC
    Honghui Chen

    The University of Western Australia, Australia

    2 publications · 112 citations

    2

    h-index

  3. GN
    Gregory Noronha

    University of Washington Tacoma, United States

    2 publications · 112 citations

    2

    h-index

  4. PB
    Philippe Bertrand

    CY Cergy Paris Université, France

    2 publications · 40 citations

    2

    h-index

  5. ET
    Edward Tower

    Duke University, United States

    1 publications · 24 citations

    1

    h-index

1–5 of 32

Institutions

25

  1. University of Central Florida

    Orlando, United States

    2 h-index

    2 publications

    112 citations

  2. University of Washington Tacoma

    Tacoma, United States

    2 h-index

    2 publications

    112 citations

  3. France Business School

    Clermont-Ferrand, France

    1 h-index

    2 publications

    30 citations

  4. Marche Polytechnic University

    Ancona, Italy

    1 h-index

    1 publications

    23 citations

  5. Department of Finance

    Parkes, Australia

    1 h-index

    1 publications

    90 citations

  6. Columbia University

    New York, United States

    1 h-index

    1 publications

    38 citations

  7. George Washington University

    Washington, United States

    1 h-index

    1 publications

    18 citations

  8. Associates in Neurology

    Lexington, United States

    1 h-index

    1 publications

    10 citations

1–8 of 25

Venues

  1. Financial Analysts Journal

    FAJ · 2 publications · 114 citations

    2

    h-index

  2. The Journal of Portfolio Management

    JPM · 2 publications · 34 citations

    2

    h-index

  3. Journal of Asset Management

    2 publications · 29 citations

    2

    h-index

  4. Global Finance Journal

    GFJ · 1 publications · 19 citations

    1

    h-index

  5. OR Spectrum

    1 publications · 59 citations

    1

    h-index

1–5