PL EN


2014 | 177 | 7-20
Article title

Oszacowanie błędu naśladowania indeksu WIG20 przez dostępny na polskim rynku fundusz ETF wraz z określeniem jego przyczyn

Authors
Content
Title variants
Estimation of the Tracking Error for an ETF Fund which Tracks the Index WIG20, and an Explanation of its Origins
Languages of publication
PL
Abstracts
EN
This paper verifies the replication efficiency of the ETF (Exchange - Traded Fund), which should replicate the index of twenty largest companies listed on the Warsaw Stock Exchange (WIG20). It also tries to explain the source of occurring variations.
Year
Volume
177
Pages
7-20
Physical description
Contributors
References
  • R. Płókarz: Fundusze inwestycyjne typu ETF a polski rynek akcji. W: Innowacje na rynkach finansowych. Red. M. Kalinowski, M. Pronobis. CeDeWu, Warszawa 2012, s. 51.
  • R.A. Ferri: The ETF Book. All You Need to Know about Exchange-Traded Funds. John Wiley & Sons, Canada 2008, s. 25.
  • K. Gabryelczyk: Exchange Traded - Funds. W: Private Asset and Wealth Management. Red. K. Gabryelczyk. C.H. Beck, Warszawa 2009.
  • S. Ramaswamy: Market Structures and Systematic Risk of Exchange - Traded Funds. BIS Working Papers, No. 343, April 2011, s. 2.
Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-b887f27d-0903-42ec-9649-cb42e1c0296f
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