Assessing estimation error in a tracking error variance minimisation framework

D. Walsh, K. Walsh, J. Evans

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	175-192
Journal	Pacific-Basin Finance Journal
Volume	6
Publication status	Published - 1998

Cite this

@article{6efe7d26b98646658b4adbfc6058f77e,

title = "Assessing estimation error in a tracking error variance minimisation framework",

author = "D. Walsh and K. Walsh and J. Evans",

year = "1998",

language = "English",

volume = "6",

pages = "175--192",

journal = "Pacific Basin Finance Journal",

issn = "0927-538X",

publisher = "Pergamon",

}