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
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;
Conference_Titel :
Electrical and Control Engineering (ICECE), 2010 International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-6880-5
DOI :
10.1109/iCECE.2010.555