Index fund strategy : should you invest in index funds?
The aim of this research is to construct a replicated portfolio that could track the performance of a chosen market index over a stipulated period, using fewer stocks with minimal tracking error. After which, we would be comparing the performance of the replicated portfolio with an equivalent replic...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10224 |
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| Institution: | Nanyang Technological University |
| Summary: | The aim of this research is to construct a replicated portfolio that could track the performance of a chosen market index over a stipulated period, using fewer stocks with minimal tracking error. After which, we would be comparing the performance of the replicated portfolio with an equivalent replication of an existing index funds. Such a comparison would further allow us to evaluate the performance of the chosen index funds using partial replication strategy and whether sector weightings would have an impact on funds performance. |
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