The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Australian Journal of Management

Volumn 30, Issue 1, 2005, Pages 23-55

  Frino, Alex ^a   Gallagher, David R ^b   Oetomo, Teddy N ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

ENHANCED INDEX FUNDS; INDEX REVISIONS; PASSIVE FUNDS; PORTFOLIO CONFIGURATION; TRACKING ERROR; TRADING STRATEGIES

Indexed keywords

EID: 33749673883     PISSN: 03128962     EISSN: None     Source Type: Journal    
DOI: 10.1177/031289620503000103     Document Type: Article

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