The Exchange Traded Fund’s Tracking Error Analysis- Empirical Research on China Stock Index ETF 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 including Tracking Error and Tracking Difference of 23 ETFs that ETFs benchmark are China stock index listed in Shanghai, Shenzhen, Hong Kong and Taiwan Stock Exchange.The sample period extends from November 29, 20...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9z4uu8 |