Index fund strategy : should you invest in index funds?

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Lian, Celine Xue Li., Lim, Kesheng., Zhou, Yuda.
Other Authors: Zhao, Yonggan
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Funds
Online Access:http://hdl.handle.net/10356/10224
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-10224
record_format dspace
spelling sg-ntu-dr.10356-102242023-05-19T06:09:02Z Index fund strategy : should you invest in index funds? Lian, Celine Xue Li. Lim, Kesheng. Zhou, Yuda. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::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 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. 2008-09-24T07:41:22Z 2008-09-24T07:41:22Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/10224 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Funds
spellingShingle DRNTU::Business::Finance::Funds
Lian, Celine Xue Li.
Lim, Kesheng.
Zhou, Yuda.
Index fund strategy : should you invest in index funds?
description 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.
author2 Zhao, Yonggan
author_facet Zhao, Yonggan
Lian, Celine Xue Li.
Lim, Kesheng.
Zhou, Yuda.
format Final Year Project
author Lian, Celine Xue Li.
Lim, Kesheng.
Zhou, Yuda.
author_sort Lian, Celine Xue Li.
title Index fund strategy : should you invest in index funds?
title_short Index fund strategy : should you invest in index funds?
title_full Index fund strategy : should you invest in index funds?
title_fullStr Index fund strategy : should you invest in index funds?
title_full_unstemmed Index fund strategy : should you invest in index funds?
title_sort index fund strategy : should you invest in index funds?
publishDate 2008
url http://hdl.handle.net/10356/10224
_version_ 1770564706959884288

Similar Items