A Study on the Tracking Errors of Exchange Traded Funds: Evidence from Taiwan Market
碩士 === 國立中正大學 === 財務金融系研究所 === 106 === This paper estimates tracking errors in exchange traded funds (ETFs) listed on the stock exchange in Taiwan, utilizing three different methods and test their relative performance using Jensen’s model. Empirical results showed the magnitudes of absolute value of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u85245 |