'
KOSPI200 추적 ETF의 추적오차' 의 참고문헌
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한국주가지수시장의 가격발견에 관한 연구 : KODEX200, KOSPI200과 KOSPI200선물
강석규
선물연구 17 3 67-97
[2009]
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한국 상장지수펀드(ETF)의 가격효율성
허창수
금융연구 26 1 39-73
[2012]
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상장지수펀드(ETF) 차익거래전략
이재하
Asia-Pacific Journal of Financial Studies 33 3 49-93
[2004]
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Tracking S&P 500 Index Funds
Frino, A.
Journal of Portfolio Management 28 1 44-55
[2001]
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The Performance and Trading Characteristics ofExchange-Traded Funds
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The Benchmark Index ETF Performance Problem
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Exchange-Traded Funds, Persistence in Tracking Errorsand Information Dissemination
Shin, S.
Journal of Multinational Financial Management 20 4-5 214-234
[2010]
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Exchange Traded Funds : History, Trading and Research, in Handbook ofFinancial Engineering, Zopounidis, Constantin, Michael Doumpos, andPanos
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Discovering Errors in Tracking Error
Pope, P.
Journal of PortfolioManagement 20 2 27-32
[1994]
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Closed-End Funds : A Survey
Dimson, E.
Financial Markets,Institutions and Instruments 8 2 1-41
[1999]
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A Mean/Variance Analysis of Tracking Error
Roll, R.
Journal of Portfolio Management 18 4 13-22
[1992]
'
KOSPI200 추적 ETF의 추적오차'
의 유사주제(
) 논문