Enhanced Index Tracking-an Extension of the Elton and Gruber (1976) Model
Davis Nyangara, Batsirai W. Mazviona & Taonaziso Chowa · Journal of Economics, Management and Trade · 2014
Aims: The purpose of the study is to make a case for the development of middle-range models for use in developing markets by modifying the Elton and Gruber (1976) model to come up with semi-optimized index-tracking models with desirable tracking and excess return features. Study...
Open access
Research Article
10.9734/BJEMT/2014/8687