Poprawność wyceny funduszu ETF replikującego indeks WIG20

• Authors: Damian Mitrenga

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.

Keywords

PL

Fundusze ETF; Warszawski Indeks Giełdowy (WIG); Wycena instrumentów finansowych

EN

Exchange Traded Fund (ETF); Financial instruments valuation; Warsaw Stock Exchange Index

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 155
• Pages: 330-440

Contributors

author

Damian Mitrenga

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.

Identifiers

ISSN

2083-8611