Building an index-tracking portfolio.
Poh, Seng Tiong.
Tay, Sok Ping.
Tan, Yong Hin.
Date of Issue2001
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University