Building an index-tracking portfolio.
The aim of this paper is to explore the various ways in building index-tracking portfolio to mimic S&P 500 index. The paper also study the consistency and effectiveness of the various tracking performance measures.
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11395 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |