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Jackknife Estimator for Tracking Error Variance of Optimal Portfolios.

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Title: Jackknife Estimator for Tracking Error Variance of Optimal Portfolios.
Authors: Basak, Gopal K.1 gkb@isical.ac.in, Jagannathan, Ravi2,3 rjaganna@northwestern.edu, Ma, Tongshu4 tma@binghamton.edu
Source: Management Science (INFORMS). Jun2009, Vol. 55 Issue 6, p990-1002. 13p. 5 Charts.
Database: Business Source Ultimate
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PubType: Academic Journal
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        Value: 10.1287/mnsc.1090.1001
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      – Code: eng
        Text: English
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        StartPage: 990
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      – TitleFull: Jackknife Estimator for Tracking Error Variance of Optimal Portfolios.
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              Text: Jun2009
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              Y: 2009
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