-
1
-
-
0344666794
-
Tracking error and tactical asset allocation
-
Ammann, M., and H. Zimmermann. 2001. "Tracking Error and Tactical Asset Allocation." Financial Analysts Journal, vol. 57, no. 2 (March/April):32-43.
-
(2001)
Financial Analysts Journal
, vol.57
, Issue.2 MARCH-APRIL
, pp. 32-43
-
-
Ammann, M.1
Zimmermann, H.2
-
2
-
-
0000403214
-
An anatomy of the 'S&P game': The effects of changing the rules
-
Beneish, Messod D., and Robert E. Whaley. 1996. "An Anatomy of the 'S&P Game': The Effects of Changing the Rules." Journal of Finance, vol. 51, no. 5 (December):1909-1930.
-
(1996)
Journal of Finance
, vol.51
, Issue.5 DECEMBER
, pp. 1909-1930
-
-
Beneish, M.D.1
Whaley, R.E.2
-
3
-
-
2942563876
-
Do demand curves for small stocks slope down?
-
Biktimirov, Ernest, Arnold Cowan, and Bradford Jordan. 2004. "Do Demand Curves for Small Stocks Slope Down?" Journal of Financial Research, vol. 27, no. 2 (June):161-178.
-
(2004)
Journal of Financial Research
, vol.27
, Issue.2 JUNE
, pp. 161-178
-
-
Biktimirov, E.1
Cowan, A.2
Jordan, B.3
-
4
-
-
2442716390
-
S&P 500 indexers, tracking error, and liquidity: A complex answer to profiting
-
Blume, Marshall, and Roger Edelen. 2004. "S&P 500 Indexers, Tracking Error, and Liquidity: A Complex Answer to Profiting." Journal of Portfolio Management, vol. 30, no. 3 (Spring):37-47.
-
(2004)
Journal of Portfolio Management
, vol.30
, Issue.3 SPRING
, pp. 37-47
-
-
Blume, M.1
Edelen, R.2
-
5
-
-
4344587739
-
The price response to S&P 500 index additions and deletions: Evidence of asymmetry and a new explanation
-
Chen, Honghui, Gregory Noronha, and Vijay Singal. 2004. "The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation." Journal of Finance, vol. 59, no. 4 (August):1901-1929.
-
(2004)
Journal of Finance
, vol.59
, Issue.4 AUGUST
, pp. 1901-1929
-
-
Chen, H.1
Noronha, G.2
Singal, V.3
-
6
-
-
21344484856
-
Tracking errors, regret, and tactical asset allocation
-
Clarke, Roger, Scott Krase, and Meir Statman. 1994. "Tracking Errors, Regret, and Tactical Asset Allocation." Journal of Portfolio Management, vol. 20, no. 3 (Spring):16-24.
-
(1994)
Journal of Portfolio Management
, vol.20
, Issue.3 SPRING
, pp. 16-24
-
-
Clarke, R.1
Krase, S.2
Statman, M.3
-
7
-
-
4344633913
-
Price changes associated with S&P 500 deletions: Time variation and effect of size and share prices
-
9 July
-
Dash, Srikant. 2002. "Price Changes Associated with S&P 500 Deletions: Time Variation and Effect of Size and Share Prices." Standard & Poor's (9 July).
-
(2002)
Standard & Poor's
-
-
Dash, S.1
-
8
-
-
33749673883
-
The index tracking strategies of passive and enhanced index equity funds
-
Frino, Alex, David R. Gallagher, and Teddy N. Oetomo. 2005. "The Index Tracking Strategies of Passive and Enhanced Index Equity Funds." Australian Journal of Management, vol. 30, no. 1 (June):23-56.
-
(2005)
Australian Journal of Management
, vol.30
, Issue.1 JUNE
, pp. 23-56
-
-
Frino, A.1
Gallagher, D.R.2
Oetomo, T.N.3
-
10
-
-
33845711192
-
Silence is golden
-
2nd Quarter
-
Gastineau, Gary. 2002. "Silence Is Golden." Journal of Indexes (2nd Quarter):8-13.
-
(2002)
Journal of Indexes
, pp. 8-13
-
-
Gastineau, G.1
-
11
-
-
1442357378
-
The benchmark index ETF performance problem
-
_. 2004. "The Benchmark Index ETF Performance Problem." Journal of Portfolio Management, vol. 30, no. 2 (Winter):96-103.
-
(2004)
Journal of Portfolio Management
, vol.30
, Issue.2 WINTER
, pp. 96-103
-
-
-
12
-
-
13844277050
-
Short- and long-term demand for stocks: Theory and evidence on the dynamics of arbitrage
-
Greenwood, Robin. 2004. "Short- and Long-Term Demand for Stocks: Theory and Evidence on the Dynamics of Arbitrage." Journal of Financial Economics, vol. 75, no. 3 (March):607-649.
-
(2004)
Journal of Financial Economics
, vol.75
, Issue.3 MARCH
, pp. 607-649
-
-
Greenwood, R.1
-
13
-
-
33845717354
-
A quick path to profit, in index funds
-
4 July
-
Hulbert, Mark. 2004. "A Quick Path to Profit, in Index Funds." New York Times (4 July):26.
-
(2004)
New York Times
, pp. 26
-
-
Hulbert, M.1
-
14
-
-
2442659922
-
Portfolio optimization and tracking-error constraints
-
Jorion, Philippe. 2003. "Portfolio Optimization and Tracking-Error Constraints." Financial Analysts Journal, vol. 59, no. 5 (September/Octobcr):70-82.
-
(2003)
Financial Analysts Journal
, vol.59
, Issue.5 SEPTEMBER-OCTOBCR
, pp. 70-82
-
-
Jorion, P.1
-
15
-
-
11444258825
-
The russell reconstitution effect
-
Madhavan, Ananth. 2003. "The Russell Reconstitution Effect." Financial Analysts Journal, vol. 59, no. 4 (July/August):51-64.
-
(2003)
Financial Analysts Journal
, vol.59
, Issue.4 JULY-AUGUST
, pp. 51-64
-
-
Madhavan, A.1
-
17
-
-
21344484228
-
Discovering errors in tracking error
-
Pope, Peter, and Pradeep Yadav. 1994. "Discovering Errors in Tracking Error." Journal of Portfolio Management, vol. 20, no. 2 (Winter):27-32.
-
(1994)
Journal of Portfolio Management
, vol.20
, Issue.2 WINTER
, pp. 27-32
-
-
Pope, P.1
Yadav, P.2
-
19
-
-
0002873890
-
A mean/variance analysis of tracking error
-
Roll, Richard. 1992. "A Mean/Variance Analysis of Tracking Error." Journal of Portfolio Management, vol. 18, no. 4 (Summer):12-22.
-
(1992)
Journal of Portfolio Management
, vol.18
, Issue.4 SUMMER
, pp. 12-22
-
-
Roll, R.1
-
20
-
-
33845712003
-
Does your fund's index measure up?
-
9 August
-
Ryan, Oliver. 2004. "Does Your Fund's Index Measure Up?" Fortune (9 August).
-
(2004)
Fortune
-
-
Ryan, O.1
|