Search Results - subject:"Tracking Error"

ETP tracking of US agricultural and energy markets

Stewart, Shamar L.; Isengildina Massa, Olga; Hassman, … - In: Journal of commodity markets 31 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014477768

How precisely European equity ETFs mirror their flagship benchmarks? : evidence from funds replicating performance of Euro Stoxx 50 Index

Feder-Sempach, Ewa; Miziołek, Tomasz - In: Journal of asset management : a major new, … 24 (2023) 2, pp. 121-135

Persistent link: https://www.econbiz.de/10014251515

Exchange-traded funds as an alternative investment option

Afonso, António; Cardoso, Pedro - In: Notas económicas 48 (2019), pp. 7-37

Persistent link: https://www.econbiz.de/10012116365

Exploring the drivers of tracking error constrained portfolio performance

Gunning, Wade; Van Vuuren, Gary - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-15

error and active managers are constrained by investment mandates including a restriction on tracking error. The locus of … possible portfolio risks and returns, constrained by a tracking error is elliptical, and the main axis slope's sign and … and market timing, but these bets necessarily give rise to risk. The risk, relative to the benchmark, is the tracking …

Persistent link: https://www.econbiz.de/10014001592

Exploring the drivers of tracking error constrained portfolio performance

Gunning, Wade; Van Vuuren, Gary - In: Cogent economics & finance 7 (2019) 1, pp. 1-15

error and active managers are constrained by investment mandates including a restriction on tracking error. The locus of … possible portfolio risks and returns, constrained by a tracking error is elliptical, and the main axis slope’s sign and … and market timing, but these bets necessarily give rise to risk. The risk, relative to the benchmark, is the tracking …

Persistent link: https://www.econbiz.de/10014232612

Evaluation of leverage effect and spillover effect of Indian broad index exchange traded funds

Sabu, Marvin; Abraham, Sajimon - In: Finance India : the quarterly journal of Indian … 36 (2022) 4, pp. 1313-1324

Persistent link: https://www.econbiz.de/10014340790

Is the tracking error time-varying? : evidence from agricultural ETCs

Perera, Devmali; Białkowski, Je̜drzej; Bohl, Martin T. - In: Research in international business and finance 63 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10014248930

Active or passive portfolio : a tracking error analysis under uncertainty theory

Yang, Tingting; Huang, Xiaoxia - In: International review of economics & finance : IREF 80 (2022), pp. 309-326

Persistent link: https://www.econbiz.de/10013342014

IPO underpricing phenomenon on the Karachi stock exchange

Sohail, Muhammad Khalid; Raheman, Abdul; Zakaria, Muhammad - In: Argumenta oeconomica 41 (2018) 2, pp. 225-255

Persistent link: https://www.econbiz.de/10012284776

Evidence of idiosyncratic seasonality in ETFs performance

Alves, Carlos; Reis, Duarte André de Castro - 2018 - Version: January 2018

Persistent link: https://www.econbiz.de/10011879147