The measurement of tracking errors of commodity ETFs in China
This paper presents the first study on the measurement and determinants of tracking errors using the daily figures for gold exchange-traded funds (ETFs) in China. This study employs three methods to measure tracking errors – one that involves calculating the absolute error measure, one that involves...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2016-07-01
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| Series: | Investment Management & Financial Innovations |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7293/imfi_en_2016_02cont1_Pan.pdf |