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.

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Bibliographic Details
Main Authors:	Poh, Seng Tiong., Tay, Sok Ping., Tan, Yong Hin.
Other Authors:	Krishnamurti, Chandrasekhar
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Portfolio management
Online Access:	http://hdl.handle.net/10356/11395
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Institution:	Nanyang Technological University

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record_format	dspace
spelling	sg-ntu-dr.10356-113952023-05-19T03:30:04Z Building an index-tracking portfolio. Poh, Seng Tiong. Tay, Sok Ping. Tan, Yong Hin. Krishnamurti, Chandrasekhar Nanyang Business School DRNTU::Business::Finance::Portfolio management 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. 2008-09-24T07:54:29Z 2008-09-24T07:54:29Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11395 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::Portfolio management
spellingShingle	DRNTU::Business::Finance::Portfolio management Poh, Seng Tiong. Tay, Sok Ping. Tan, Yong Hin. Building an index-tracking portfolio.
description	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.
author2	Krishnamurti, Chandrasekhar
author_facet	Krishnamurti, Chandrasekhar Poh, Seng Tiong. Tay, Sok Ping. Tan, Yong Hin.
format	Final Year Project
author	Poh, Seng Tiong. Tay, Sok Ping. Tan, Yong Hin.
author_sort	Poh, Seng Tiong.
title	Building an index-tracking portfolio.
title_short	Building an index-tracking portfolio.
title_full	Building an index-tracking portfolio.
title_fullStr	Building an index-tracking portfolio.
title_full_unstemmed	Building an index-tracking portfolio.
title_sort	building an index-tracking portfolio.
publishDate	2008
url	http://hdl.handle.net/10356/11395
_version_	1770565099723948032

Building an index-tracking portfolio.

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