S&P 500 indexers, tracking error, and liquidity

Journal of Portfolio Management

Volumn 30, Issue 3, 2004, Pages

  Blume, Marshall E ^a   Edelen, Roger M ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b Research at ReFlow Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442716390     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2004.412317     Document Type: Article

References (13)

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