• DocumentCode
    3013795
  • Title

    The Analysis and Comparison of Tracking Error between SSE-50 ETF and SSE-180 ETF

  • Author

    Jing Wang ; Jie Kang ; Zongfang Zhou

  • Author_Institution
    Coll. of Econ. & Manage. Dept., Northwest A&F Univ., Yangling, China
  • fYear
    2010
  • fDate
    25-27 June 2010
  • Firstpage
    2253
  • Lastpage
    2256
  • Abstract
    The SSE-50 ETF and SSE-180 ETF are extremely familiar no matter in the index-establishing or the characteristics of index, so this thesis selects the SSE-50 ETF and SSE-180 ETF as the research objects, then analysis the tracking errors of SSE-50 ETF and SSE-180 ETF empirically in three ways, finally, the thesis discusses the reasons which make the different tracking errors between SSE-50 ETF and SSE-180 ETF.
  • Keywords
    investment; SSE-180 ETF; SSE-50 ETF; exchange traded fund; tracking error; Correlation; Indexes; Measurement uncertainty; Portfolios; Stock markets; Target tracking; SSE-180 ETF; SSE-180 Index; SSE-50 ETF; SSE-50 Index; tracking error;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Electrical and Control Engineering (ICECE), 2010 International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4244-6880-5
  • Type

    conf

  • DOI
    10.1109/iCECE.2010.555
  • Filename
    5631599
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3013795