Building an index-tracking portfolio.

• 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
• Institution: Nanyang Technological University

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.