{"id":"https://openalex.org/W2005679890","doi":"https://doi.org/10.1057/palgrave.jam.2240049","title":"Tracking error: Ex ante versus ex post measures","display_name":"Tracking error: Ex ante versus ex post measures","publication_year":2001,"publication_date":"2001-12-01","ids":{"openalex":"https://openalex.org/W2005679890","doi":"https://doi.org/10.1057/palgrave.jam.2240049","mag":"2005679890"},"language":"en","primary_location":{"id":"doi:10.1057/palgrave.jam.2240049","doi":"https://doi.org/10.1057/palgrave.jam.2240049","is_oa":false,"landing_page_url":"https://doi.org/10.1057/palgrave.jam.2240049","pdf_url":null,"source":{"id":"https://openalex.org/S206916388","display_name":"Journal of Asset Management","issn_l":"1470-8272","issn":["1470-8272","1479-179X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319702","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319702","https://openalex.org/P4310319964"],"host_organization_lineage_names":["Palgrave Macmillan","Macmillan Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Asset Management","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.82444/warw.33483412","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110003906","display_name":"SE Satchell","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"SE Satchell","raw_affiliation_strings":["Faculty of Economics and Politics, Austin Robinson Building, Sidgwick Avenue, Cambridge, CB3 9DD, UK","Cambridge University","Trinity College"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Politics, Austin Robinson Building, Sidgwick Avenue, Cambridge, CB3 9DD, UK","institution_ids":["https://openalex.org/I241749"]},{"raw_affiliation_string":"Cambridge University","institution_ids":["https://openalex.org/I241749"]},{"raw_affiliation_string":"Trinity College","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068413727","display_name":"Soosung Hwang","orcid":"https://orcid.org/0000-0003-3953-0829","observed_orcids":["https://orcid.org/0000-0003-3953-0829"]},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"S Hwang","raw_affiliation_strings":["Faculty of Economics and Politics, Austin Robinson Building, Sidgwick Avenue, Cambridge, CB3 9DD, UK","Faculty of Economics and Politics, Austin Robinson Building"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Politics, Austin Robinson Building, Sidgwick Avenue, Cambridge, CB3 9DD, UK","institution_ids":["https://openalex.org/I241749"]},{"raw_affiliation_string":"Faculty of Economics and Politics, Austin Robinson Building","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I241749"],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":9.0846,"has_fulltext":false,"cited_by_count":58,"citation_normalized_percentile":{"value":0.97407222,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"2","issue":"3","first_page":"241","last_page":"246"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7343999743461609,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7343999743461609,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.24400000274181366,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0071000000461936,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/tracking-error","display_name":"tracking error","score":0.9980000257492065},{"id":"https://openalex.org/keywords/portfolio-weights","display_name":"portfolio weights","score":0.7369999885559082},{"id":"https://openalex.org/keywords/fund-managers","display_name":"fund managers","score":0.6869999766349792},{"id":"https://openalex.org/keywords/performance-measurement","display_name":"performance measurement","score":0.42899999022483826}],"concepts":[{"id":"https://openalex.org/C122251271","wikidata":"https://www.wikidata.org/wiki/Q940039","display_name":"Ex-ante","level":2,"score":0.6772359609603882},{"id":"https://openalex.org/C183356978","wikidata":"https://www.wikidata.org/wiki/Q1779213","display_name":"Tracking error","level":3,"score":0.5709232091903687},{"id":"https://openalex.org/C2775936607","wikidata":"https://www.wikidata.org/wiki/Q466845","display_name":"Tracking (education)","level":2,"score":0.5593899488449097},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3896182179450989},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.381292462348938},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3129153549671173},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.11340120434761047},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.07023414969444275},{"id":"https://openalex.org/C19417346","wikidata":"https://www.wikidata.org/wiki/Q7922","display_name":"Pedagogy","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1057/palgrave.jam.2240049","doi":"https://doi.org/10.1057/palgrave.jam.2240049","is_oa":false,"landing_page_url":"https://doi.org/10.1057/palgrave.jam.2240049","pdf_url":null,"source":{"id":"https://openalex.org/S206916388","display_name":"Journal of Asset Management","issn_l":"1470-8272","issn":["1470-8272","1479-179X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319702","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319702","https://openalex.org/P4310319964"],"host_organization_lineage_names":["Palgrave Macmillan","Macmillan Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Asset Management","raw_type":"journal-article"},{"id":"pmh:oai:wrap.warwick.ac.uk:1813","doi":null,"is_oa":false,"landing_page_url":"http://wrap.warwick.ac.uk/1813/1/WRAP_Hwang_fwp01-15.pdf","pdf_url":"http://wrap.warwick.ac.uk/1813/1/WRAP_Hwang_fwp01-15.pdf","source":{"id":"https://openalex.org/S4306400665","display_name":"Warwick Research Archive Portal (University of Warwick)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I39555362","host_organization_name":"University of Warwick","host_organization_lineage":["https://openalex.org/I39555362"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Working or Discussion Paper"},{"id":"pmh:oai:RePEc:pal:assmgt:v:2:y:2001:i:3:d:10.1057_palgrave.jam.2240049","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1057/palgrave.jam.2240049","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"doi:10.82444/warw.33483412","doi":"https://doi.org/10.82444/warw.33483412","is_oa":true,"landing_page_url":"https://doi.org/10.82444/warw.33483412","pdf_url":null,"source":{"id":"https://openalex.org/S7407060609","display_name":"University of Warwick","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.82444/warw.33483412","doi":"https://doi.org/10.82444/warw.33483412","is_oa":true,"landing_page_url":"https://doi.org/10.82444/warw.33483412","pdf_url":null,"source":{"id":"https://openalex.org/S7407060609","display_name":"University of Warwick","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W1492653504","https://openalex.org/W1508420374","https://openalex.org/W1532216642","https://openalex.org/W1533252332","https://openalex.org/W1537027146","https://openalex.org/W1537629690","https://openalex.org/W1545756606","https://openalex.org/W1580412741","https://openalex.org/W1760756528","https://openalex.org/W1800378115","https://openalex.org/W1834501489","https://openalex.org/W2006140079","https://openalex.org/W2017194124","https://openalex.org/W2029056003","https://openalex.org/W2031355456","https://openalex.org/W2048254210","https://openalex.org/W2068116442","https://openalex.org/W2070999343","https://openalex.org/W2077013560","https://openalex.org/W2088751610","https://openalex.org/W2095999218","https://openalex.org/W2104475203","https://openalex.org/W2107570947","https://openalex.org/W2119981938","https://openalex.org/W2123591996","https://openalex.org/W2158207721","https://openalex.org/W2159856197","https://openalex.org/W2176146775","https://openalex.org/W2239527829","https://openalex.org/W2264374087","https://openalex.org/W2333022893","https://openalex.org/W3123655179"],"related_works":["https://openalex.org/W7099388503","https://openalex.org/W1512940156","https://openalex.org/W4234266047","https://openalex.org/W1604283625","https://openalex.org/W2075609695","https://openalex.org/W2088303783","https://openalex.org/W2492475143","https://openalex.org/W2009780546","https://openalex.org/W3091752004","https://openalex.org/W2362711049"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}