Browsing 15 Commerce, Management, Tourism and Services by Author "Neubert Albert"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Neubert Albert"

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  • Index design and implications for index tracking 
    Frino Alex; Gallagher David; Neubert Albert; Oetomo Teddy (Institutional Investor, 2004)
    Index funds aim to deliver the returns and the risk of an underlying benchmark index. Researchers focus on four exogenous determinants, revisions in S&P 500 index composition, share issuances, share repurchases, and ...