首先，对样本指数基金的跟踪误差方差进行分解，分析其历史风险水平；然后，引入压力测试，预测样本指数基金未来的风险水平。
At first, we analyze sample index funds' historical risk levels as well as their risk structure by means of decomposition of tracking error variance.
对通常的模型匹配解法进行了扩展， 并据此引入广义最小方差控制思想， 提出一种模型跟踪和误差调节的新方法。
The model matching solution for LMFC is expanded. On the basis of this solution, a new algorithm for model following and error adjustment is presented.
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