In a factor model, what is meant by isolated tracking error?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:46 AM

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In a factor model, what is meant by isolated tracking error?

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An isolated tracking error refers to the method of calculating the partial tracking error due to a single group of risk factors in isolation no other ...View the full answer

Bond Markets Analysis and Strategies

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