Tracking Error in Index Funds
The present research investigates the tracking error in UAE index funds and explores the tracking error related models. Five tracking models were used and divided into two major types. The first type is the Quadratic tracking Error Model which extensively studied by (Roll, 1992) and included one mod...
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2011
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| Online Access: | http://bspace.buid.ac.ae/handle/1234/102 |
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