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. The New York Times Financial Glossary

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. Bloomberg Financial Dictionary …   Financial and business terms

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