Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11395
Title: Building an index-tracking portfolio.
Authors: Poh, Seng Tiong.
Tay, Sok Ping.
Tan, Yong Hin.
Keywords: DRNTU::Business::Finance::Portfolio management
Issue Date: 2001
Abstract: The aim of this paper is to explore the various ways in building index-tracking portfolio to mimic S&P 500 index. The paper also study the consistency and effectiveness of the various tracking performance measures.
URI: http://hdl.handle.net/10356/11395
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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