Measuring Performance of Exchange Traded Funds
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- Kent T. Saunders, 2018. "Analysis of International ETF Tracking Error in Country-Specific Funds," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(2), pages 151-160, June.
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More about this item
KeywordsPassive management; index fund; ETF; information ratio; tracking error; liquidity; spread; value-at-risk;
All these keywords.
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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