The performance of ETFs on developed and emerging markets with consideration of regional diversity
This study evaluates the performance of Exchange-Traded Funds (ETFs) by using various tracking error calculation approaches. The aim of the paper is, on the one hand, an evaluation of the performance of ETFs relative to their benchmarking indexes and, on the other, an endeavour to specify any relati...
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| Format: | Article |
| Language: | English |
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AIMS Press
2020-12-01
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| Series: | Quantitative Finance and Economics |
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| Online Access: | http://www.aimspress.com/article/10.3934/QFE.2020024?viewType=HTML |