Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches
Index tracking is a passive investment which its aim is to form portfolio with limited number of stocks to catch same behavior in regard with the market index. The active portfolio management seeks to beat the market while passive portfolio management is looking for the similar risk-return pattern w...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-09-01
|
| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_66363_908ae3235bc297ac48cda536b1666803.pdf |