Tracking effect and determinants of listed ETF
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 100 === To assess whether an ETF fulfills its intended purpose, we need to examine its tracking performance of the underlying index. If the tracking error between the ETF’s ROE and the return of the index is zero, then the ETF’s return is closely tracking the v...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75035795623571802606 |