PL EN


2013 | 155 | 330-440
Article title

Poprawność wyceny funduszu ETF replikującego indeks WIG20

Authors
Content
Title variants
EN
Correctness in Pricing of Exchange-Traded Fund which Replicates the Index WIG20
Languages of publication
PL
Abstracts
EN
This paper verifies the difference between the ETF (Exchange-Traded Fund) market price and the value of its assets per share class. It also examines the duration of this differences and the way, in which they are corrected.
Year
Volume
155
Pages
330-440
Physical description
Contributors
References
  • Engle R., Sarkar D.: Premiums-Discounts and Exchange-Traded Funds. "The Journal of Derivatives" Summer 2006, No. 36.
  • Ferri R.A.: The ETF Book. All You Need to Know About Exchange-Traded Funds. John Wiley & Sons, Canada 2008.
  • Gabryelczyk K.: Exchange-Traded Fund. W: Private Asset and Wealth Management. Red. K. Gabryelczyk. C.H. Beck, Warszawa 2009.
  • Investment Company Institute: 2012 Investment Company Fact Book. 52nd Edition.
  • Prospekt emisyjny Multi Units Luxembourg, grudzień 2011.
Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-8d3826fe-d73d-43b5-b946-46cb5a364dfa
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