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We distinguish the evaluation methods for two main kinds of investment strategies, namely, passive and active portfolio management. Passive portfolio management aims at tracking an underlying index as close as possible with the most important measure being the tracking error. To claim the tracking error not exceeding a certain threshold, we apply the concept of noninferiority test as opposed to the...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.