{"id":720,"date":"2018-12-15T00:33:00","date_gmt":"2018-12-14T22:33:00","guid":{"rendered":"http:\/\/dekarlab.de\/wp\/?p=720"},"modified":"2020-05-23T15:33:54","modified_gmt":"2020-05-23T13:33:54","slug":"structural-minimization-of-tracking-error","status":"publish","type":"post","link":"https:\/\/dekarlab.de\/wp\/?p=720","title":{"rendered":"Structural minimization of tracking error"},"content":{"rendered":"<p>The structural tracking error minimization (STEM) approach produces stable tracking portfolios out-of-sample in the crucial investment period. Full version:<br \/>\n<a href=\"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/14697688.2018.1527036\" rel=\"noopener noreferrer\" target=\"_blank\">Quantitative Finance<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>The structural tracking error minimization (STEM) approach produces stable tracking portfolios out-of-sample in the crucial investment period. Full version: Quantitative Finance<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0},"categories":[3,26],"tags":[57,43,42],"_links":{"self":[{"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=\/wp\/v2\/posts\/720"}],"collection":[{"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=720"}],"version-history":[{"count":3,"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=\/wp\/v2\/posts\/720\/revisions"}],"predecessor-version":[{"id":843,"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=\/wp\/v2\/posts\/720\/revisions\/843"}],"wp:attachment":[{"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=720"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=720"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/dekarlab.de\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=720"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}