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Ex ante tracking error

We verified the accuracy of the predicted tracking error by comparing ex post daily tracking errors with ex ante daily tracking errors for the months of June and July 2002. The ex post exceeded the ex ante tracking error for 39.8% of the time, which is significantly higher than the expected 32% for a normal distribution. [Pg.783]

See other pages where Ex ante tracking error is mentioned: [Pg.781]    [Pg.783]    [Pg.786]    [Pg.781]    [Pg.783]    [Pg.786]    [Pg.788]   
See also in sourсe #XX -- [ Pg.781 ]



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