Active Share and Tracking Error | Not Mutually Exclusive Decisions

June 4, 2014

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

Antti Petajisto got a lot of attention with his research on Active Share and Tracking Error in mutual fund management.  While the research is fairly compelling, there is a missing discussion about a potential relationship between the two measures. The paper seems to suggest that mutual fund managers can independently and intentionally pursue Active Share and/or Tracking Error.  However, some

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