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Subclass Tracking Error

I am currently doing a master program project regarding tracking errors. My assignment is to evaluate following question: How to find out the correlation structure of the passive (=second order/sub-...
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Reference for risk conributions of fund-of-funds relative to blended benchmarks

I am looking for a reference for the attribution of relative risk of a fund-of-fund compared to a blended benchmark. I am aware of decomposition into asset allocation decisions and stock selection ...