The Stability of Traditional Measures of Index Tracking Quality
Year of publication: |
2011-04-01
|
---|---|
Authors: | Roßbach, Peter ; Karlow, Denis |
Institutions: | Frankfurt School of Finance & Management |
Subject: | Index | Portfolio Selection | Portfoliomanagement | portfolio management |
- 1 Introduction
- 2 Methods of Index Tracking
- 3 Variants of Sampling
- 4 Traditional Measures of Tracking Quality
- 5 Analysis of the Stability of the Traditional Measures of Tracking Quality
- 5.1 Research Method
- 5.2 Evaluation Method
- 5.3 Empirical Results
- 6 Summary and Outlook
- References
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