Why might one expect that for a manager pursuing an active management strategy that the backward-looking tracking

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Why might one expect that for a manager pursuing an active management strategy that the backward-looking tracking error at the beginning of the year will deviate from the forward-looking tracking error at the beginning of the year?

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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 07:47 AM

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Why might one expect that for a manager pursuing an active management strategy that the backward-looking tracking error at the beginning of the year will deviate from the forward-looking tracking...
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Why might one expect that for a manager pursuing an active management strategy that the backward-looking tracking

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The portfolio manager needs a forwardlooking estimate of tracking error to reflect the portfolio risk going forward The way this is done in practice i...View the full answer

Bond Markets Analysis and Strategies

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