Tracking Errors, Regret, and Tactical Asset Allocation

• 30 April 1994
• journal article
• Published by With Intelligence LLC in The Journal of Portfolio Management
• Vol. 20  (3) , 16-24
• https://doi.org/10.3905/jpm.1994.16

Abstract

Keywords

• TRACKING ERRORS
• REGRET
• TACTICAL ASSET ALLOCATION