I. Pouchkarev

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

1.

A Relative View on Tracking Error

ERIM Report Series Reference No. ERS-2005-063-F&A
Number of pages: 33 Posted: 26 Aug 2006
Winfried G. Hallerbach and I. Pouchkarev
Robeco Asset Management, Quantitative Investment Research and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 689 (40,046)

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Performance Evaluation, Benchmarking, Information Ratio, Tracking Error

Portfolio Return Characteristics of Different Industries

ERIM Report Series Reference No. ERS-2003-014-F&A
Number of pages: 16 Posted: 27 May 2003
I. Pouchkarev, J. Spronk and Pim van Vliet
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Erasmus Research Institute of Management (ERIM) and Robeco Quantitative Investments
Downloads 539 (54,460)

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portfolio management, investments, stock markets, sector index, performance evaluation

Portfolio Return Characteristics of Different Industries

MODERN CONCEPTS OF THE THEORY OF THE FIRM, G. Fandel, U. Backes-Gellner, M. Schlueter, J.E. Staufenbiel, eds., Springer-Verlag, Berlin, Heidelberg 2004
Posted: 23 Feb 2004
I. Pouchkarev, J. Spronk and Pim van Vliet
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Erasmus Research Institute of Management (ERIM) and Robeco Quantitative Investments

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Portfolio Management, Investments, Stock Markets, Sector Index, Performance Evaluation

3.

A Broadband Vision of the Dax Over Time

ERIM Report Series Reference No. ERS-2002-87-F&A
Number of pages: 23 Posted: 20 Jan 2003
Robeco Asset Management, Quantitative Investment Research, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus Research Institute of Management (ERIM)
Downloads 247 (134,617)

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investments, financial markets, market indexes, performance evaluation

4.

Active Portfolio Management with Conditional Tracking Error

Number of pages: 18 Posted: 28 Mar 2015
Winfried G. Hallerbach and I. Pouchkarev
Robeco Asset Management, Quantitative Investment Research and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 183 (178,554)

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benchmarking, tracking error, risk budgeting, cross-section dispersion

5.

Dynamics of the Spanish Stock Market Through a Broadband View of the Ibex 35 Index

Estudios de Economia Aplicada, Vol. 22, No. 1, pp. 7-21, April 2004
Posted: 03 Jun 2004
J. Spronk, I. Pouchkarev and J.E. Trinidad Segovia
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Universidad de Almeria

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Investments, Financial Markets, Market Indexes, Performance Evaluation