{"id":"https://openalex.org/W2017194124","doi":"https://doi.org/10.3905/jpm.1994.16","title":"Tracking Errors, Regret, and Tactical Asset Allocation","display_name":"Tracking Errors, Regret, and Tactical Asset Allocation","publication_year":1994,"publication_date":"1994-04-30","ids":{"openalex":"https://openalex.org/W2017194124","doi":"https://doi.org/10.3905/jpm.1994.16","mag":"2017194124"},"language":"en","primary_location":{"id":"doi:10.3905/jpm.1994.16","doi":"https://doi.org/10.3905/jpm.1994.16","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jpm.1994.16","pdf_url":null,"source":{"id":"https://openalex.org/S143806524","display_name":"The Journal of Portfolio Management","issn_l":"0095-4918","issn":["0095-4918","2168-8656"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Portfolio Management","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102012112","display_name":"Roger Clarke","orcid":"https://orcid.org/0000-0001-6266-1793","observed_orcids":["https://orcid.org/0000-0001-6266-1793"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Roger G. Clarke","raw_affiliation_strings":["President of TSA Capital Management in Los Angeles (CA 90017)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"President of TSA Capital Management in Los Angeles (CA 90017)","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074528029","display_name":"Scott Krase","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Scott Krase","raw_affiliation_strings":["An Associate at Oak Hill Partners. Inc., in New York (NY 10022)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"An Associate at Oak Hill Partners. Inc., in New York (NY 10022)","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113656762","display_name":"Meir Statman","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I16269868","display_name":"Santa Clara University","ror":"https://ror.org/03ypqe447","country_code":"US","type":"education","lineage":["https://openalex.org/I16269868"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Meir Statman","raw_affiliation_strings":["Professor of Finance at Santa Clara University in Santa Clara (CA 95053)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Professor of Finance at Santa Clara University in Santa Clara (CA 95053)","institution_ids":["https://openalex.org/I16269868"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.8846,"has_fulltext":false,"cited_by_count":128,"citation_normalized_percentile":{"value":0.86903039,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"20","issue":"3","first_page":"16","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9369999766349792,"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":0.9369999766349792,"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":0.03139999881386757,"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/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.0031999999191612005,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/tracking-error","display_name":"tracking error","score":0.9509999752044678},{"id":"https://openalex.org/keywords/regret","display_name":"regret","score":0.847000002861023},{"id":"https://openalex.org/keywords/tactical-asset-allocation","display_name":"tactical asset allocation","score":0.9990000128746033},{"id":"https://openalex.org/keywords/portfolio-performance-evaluation","display_name":"portfolio performance evaluation","score":0.4830000102519989},{"id":"https://openalex.org/keywords/active-portfolio-management","display_name":"active portfolio management","score":0.49900001287460327}],"concepts":[{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.9111325740814209},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.6237142086029053},{"id":"https://openalex.org/C2775936607","wikidata":"https://www.wikidata.org/wiki/Q466845","display_name":"Tracking (education)","level":2,"score":0.5987766981124878},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.535753607749939},{"id":"https://openalex.org/C183356978","wikidata":"https://www.wikidata.org/wiki/Q1779213","display_name":"Tracking error","level":3,"score":0.4748906195163727},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42991968989372253},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.41809284687042236},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.40902578830718994},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.33936864137649536},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3301324248313904},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3030344545841217},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.17717388272285461},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1508883237838745},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12897884845733643},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.11546927690505981},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0538659393787384},{"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/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C19417346","wikidata":"https://www.wikidata.org/wiki/Q7922","display_name":"Pedagogy","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3905/jpm.1994.16","doi":"https://doi.org/10.3905/jpm.1994.16","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jpm.1994.16","pdf_url":null,"source":{"id":"https://openalex.org/S143806524","display_name":"The Journal of Portfolio Management","issn_l":"0095-4918","issn":["0095-4918","2168-8656"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Portfolio Management","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2079754204","https://openalex.org/W1589433723","https://openalex.org/W2379132252","https://openalex.org/W2399998230","https://openalex.org/W2084503396","https://openalex.org/W7058418995","https://openalex.org/W7097461272","https://openalex.org/W3126070950","https://openalex.org/W2029357225","https://openalex.org/W2140767419"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":29},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":10}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}