陈同学2021-10-12 02:57:40

老师，关于这句话：An index that contains a large number of constituents will tend to create higher tracking error than one with fewer constituents. 我有些理解不了。第一，数量越大，variance越小，从直觉上来说number of constituents越大，反而tracking error越大，为什么？其次，如果这句话是正确的，那sampling replication的tracking error难道不是比full replication的tracking error要大吗, 因为sampling replication所用到的number of consituents肯定是要小于full replication的。