Variance minimization approach to tracking

An approach to bond indexing that uses historical data to estimate the variance of the tracking error. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • variance-minimization approach to tracking — An approach to bond indexing that uses historical data to estimate the variance of the tracking error. Bloomberg Financial Dictionary …   Financial and business terms

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”

We are using cookies for the best presentation of our site. Continuing to use this site, you agree with this.