Evaluating Index Fund Performance and Measuring Tracking Error in India

被引：0

作者：

Pandya, Falguni ^{[1
]}

机构：

[1] Dharmsinh Desai Univ, Ctr Management Studies, Nadiad, Gujrat, India

来源：

PACIFIC BUSINESS REVIEW INTERNATIONAL | 2016年 / 8卷 / 12期

关键词：

Index Fund; Tracking Error;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Exchange Traded Funds or popularly known as ETFs is very popular in foreign markets, but in India it is still at its initial growth phase. This paper examines the characteristics and performance indicators of all 40 exchange traded funds floated and traded on Indian stock market. The study reveals that on an average the ETFs coming under the index categories, reported better performance than Gold ETFs. Further, it was inferred that international ETFs were found to be most appropriate and efficient that traces the underlying benchmark more accurately.

引用

页码：204 / 218

页数：15

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