The Myth of Positive Excess Return of Etfs in China : Decomposition and Attribution of ETF Tracking Errors
Year of publication: |
[2023]
|
---|---|
Authors: | Hu, Dongmei ; Liang, Hengyue ; Yuan, Zhiqi |
Publisher: |
[S.l.] : SSRN |
Subject: | China | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Dekompositionsverfahren | Decomposition method |
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