The Exchange Traded Fund’s Tracking Error Analysis -Empirical Research on Taiwan Stock Index ETFs Performance

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 103 === This paper analyzes the tracking performance of 15 ETFs listed in Taiwan Stock Exchange. The sample period extends from January 30, 2003 to September 30, 2014. The known costs including management fees, custodian fees, transaction fees, transaction tax an...

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Bibliographic Details
Main Authors: Ya-Ting Hsu, 許雅婷
Other Authors: William T. Lin
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/5368jt