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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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/11395 |
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| 機構: | Nanyang Technological University |