Noël Amenc, Philippe Malaise, Lionel Martellini: Tracking error is not necessarily bad. Just like with good and bad cholesterol, there is “good” tracking error, which refers to outperformance of a portfolio with respect to the benchmark, and “bad” tracking error, which refers to underperformance with respect to the benchmark.
Professor of Finance, EDHEC Business SchoolDirector, EDHEC-Risk Institute
Professor of Finance, EDHEC Business SchoolAssociate Researcher, EDHEC-Risk Institute
Professor of Finance, EDHEC Business SchoolScientific Director, EDHEC-Risk Institute
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