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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Bibliographic Details
Main Authors: Lian, Celine Xue Li., Lim, Kesheng., Zhou, Yuda.
Other Authors: Zhao, Yonggan
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10224
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Institution: Nanyang Technological University