Today, the investment into indices has become a widely used strategy in portfolio management. While Index Funds and … ETFs try to represent the performance of a single index, other portfolio strategies use indices as portfolio components to … concentrate on the allocation task. Because an index cannot be purchased directly, it has to be rebuilt. This is called index …

wichtiges Problem sowohl im passiven Portfoliomanagement als auch bei der Ausführung von Index-Arbitrage dar. Es werden …In this study we compare different methods to track stock indices. Index tracking constitutes an important problem for … both passive portfolio management and index arbitrage. We derive different criteria, based on expected returns and …