Application of a multifactor model in enhanced index fund : performance analysis in China
Yih Jeng, Chen-Ju Lee, and Shyh-Weir Tzang
| Year of publication: |
2013
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|---|---|
| Authors: | Jeng, Yih ; Lee, Chen-ju ; Tzang, Shyh-weir |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.4, p. 163-183
|
| Subject: | enhanced index fund | factor model | information ratio | principal component | China | Investmentfonds | Investment Fund | Aktienindex | Stock index | Faktorenanalyse | Factor analysis | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010258913