Exchange traded funds: uma análise do desempenho de rastreamento e persistência

This study assesses the tracking performance and persistence of a set of Exchange Traded Funds (ETF) created to track a benchmark equity index. Starting from a selected sample of 11 international ETFs, it analyzes performance and performance persistence, tracking error and its persistence in the per...

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Bibliographic Details
Main Author: Santos, Ana Filipa Costa dos (author)
Format: masterThesis
Language:por
Published: 2022
Subjects:
Exchange traded fund
Benchmark
Performance
Tracking error
Contabilidade
Online Access:http://hdl.handle.net/10400.22/19884
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/19884

Internet

http://hdl.handle.net/10400.22/19884

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