variance-minimization approach to tracking

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. 2012.

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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. The New York Times Financial Glossary …   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

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