Index Fund Performance in China and Tracking Error Analysis

QR Code

Index Fund Performance in China and Tracking Error Analysis

The aim of this dissertation is to evaluate the performance of China's index funds market. The study presents the performance of the index funds during the period from 15th.September 2005 to 20th August 2007. The academic basis for the index funds and tracking error analysis are reviewed. Diffe...

Full description

Bibliographic Details
Main Author:	Zhu, Leting
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Online Access:	https://eprints.nottingham.ac.uk/21607/

Similar Items

Index Fund Performance In China and Tracking Error Analysis
by: Zhu, Leting
Published: (2007)

Does Good Deed Sacrifice Financial Reward: A Study of SRI Index and Fund Performance in the UK
by: Zhu, Qizhen
Published: (2009)

Analysis of Factors Affecting the Performance of Stock Funds and Timing and Selection Ability of Fund Managers ---The case of China.
by: HE, TIANTIAN
Published: (2019)

An Empirical Study on Comparison in Fund Performance between Open-end Funds and Closed-end Funds in China
by: Huang, ya
Published: (2009)

The Performance Evaluation of Equity Mutual Funds in China
by: Zhang, Ying
Published: (2007)

How attractive is Shariah Index Fund?
by: Mohd Yusop, Mohd Mahyudi, et al.
Published: (2009)

Investigating the Performance of Closed-end Funds in Mainland China.
by: Yu, Wenting
Published: (2007)

An Empirical Performance Evaluation of Open-end Funds in China
by: ZHOU, Weiwei
Published: (2007)

An Empirical Performance Evaluation of Open-end Funds in China
by: Zhou, Weiwei
Published: (2007)

Evaluation of Mutual Fund Performance and Advisory Fees in China
by: Sun, Lu
Published: (2007)

Investigating the Performance of Closed-end Funds in Mainland China
by: YU, WENTING
Published: (2007)

Mutual fund performance in emerging market: Evidence for China
by: Shao, Wenting
Published: (2015)

An Empirical Performance Evaluation of Open-end Funds in China
by: ZHANG, JING
Published: (2009)

An Empirical Performance Evaluation of Closed-end Funds in China
by: Peng, Qian
Published: (2006)

Path-tracking control of underactuated ships under tracking error constraints
by: Do, Khac Duc
Published: (2015)

Growth and value effect on Jakarta Islamic Index: analysis towards performance of Sharia equity mutual fund
by: Rusmita, Sylva Alif, et al.
Published: (2019)

Mutual funds v/s Index funds: are index funds (passive investment strategy) a better investment option than mutual funds (active investment strategy), in terms of providing higher risk-adjusted returns.
by: Kapur, Chetan
Published: (2007)

An Empirical Study of Mutual Funds Performance and Performance Persistence-The Case of China
by: CHEN, CHAO
Published: (2012)

The performance evaluation of the open-end equity mutual fund in China
by: Shi, Chen
Published: (2018)

Performance evaluation of ESG theme fund: Evidence from China
by: Chen, Junkuang
Published: (2022)

An Empirical Study of the Performance Persistence of China's Equity Open-end Funds
by: Li, Jin
Published: (2007)

Determinants of The China Mutual Funds and Do The Mutual Funds Outperform the Chinese Market
by: Soo, Tak Wai
Published: (2016)

Comparison of performance between MARKOWITZ model and enhanced index tracking model
by: Loh, Jia Yi, et al.
Published: (2020)

Performance Analysis of US Hedge Funds
by: Kamdar, Tanvi
Published: (2012)

Do Open-end Funds Outperform Closed-end Funds? A Research on China's Mutual Funds Market.
by: ZHENG, YI
Published: (2006)

An Empirical Study on the Closed-end Funds Puzzle: The Case in China's Mutual Funds Market
by: Yang, Liu
Published: (2007)

Tracking and indexing moving object in multitude environment
by: Abdul Kadir, Muhd. Khairulzaman
Published: (2007)

Assessing the Performance of Value – at – Risk Models in Hang Seng Index and China Securities Index
by: LI, VIVIANA
Published: (2012)

Malaysia pension fund performances and Islamic vs conventional fund performances
by: Kong, William Choon San
Published: (2018)

Ionospheric scintillation sensitive GNSS tracking error models and mitigation approaches
by: Guo, Kai
Published: (2021)

The impact of manager characteristics on fund performance in the US market: an empirical analysis based on equity funds
by: He, Jiazhe
Published: (2020)

Do green funds contribute to corporate environmental performance? Empirical evidence from China
by: Johari, Jalila, et al.
Published: (2024)

The Development of Hedge Funds and Their Operation in Stock Markets in China
by: LI, ZIXIN
Published: (2013)

Does fund management level of risk affect the fund performance?
by: Mahat, Fauziah, et al.
Published: (2011)

An analysis of Australian mutual fund performance and market relationships
by: Pojanavatee, Sasipa
Published: (2013)

Robust tracking error portfolio selection with worst-case downside risk measures
by: Ling, A., et al.
Published: (2014)

An Empirical Study of Mutual Fund Performance and Its Relation with Fund Size
by: Lu, Daofen
Published: (2007)

An Empirical Study of Ethical Fund Performance and Its Relation with Fund Characteristics
by: Chen, Jiaqi
Published: (2013)

Shariah monitoring, agency cost and fund performance in Malaysian mutual funds
by: Sofi, Mohd Fikri, et al.
Published: (2020)

Investment Process in China's Mutual Funds and Application of Artificial Intelligence
by: Xie, Ningjia
Published: (2008)