Re: {問題} 關於指數型基金的名詞 - 財經
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By Vanessa
at 2005-01-30T00:54
at 2005-01-30T00:54
Table of Contents
※ 引述《ichibond3 (股票人)》之銘言:
: 指數型基金屬於消極型基金其目的在於獲得和大盤相似的報酬率
: 操作上以 極小化跟隨誤差(minimize tracking error)為準則
: 請問何謂極小化誤差? 這是我再台灣金融研訓院理財規劃證照書籍上看到的
: 想請問各位
投資組合和現貨指數報酬率的差距即為tracking error
因為ETF的持股內容模擬標的指數成分股,其價格變化和指數本身的變化差距會很小
而主動型基金持股由經理人決定,其tracking error就會較大....
--
"We have to understand the possible and positive relation between technology,
culture and politics. They are not enemies. Tech is more than work and money.
Culture is more than just some temples or paintings. Politics is not owned by
the politicians or the media manipulation channels."
---Geert Lovink
--
: 指數型基金屬於消極型基金其目的在於獲得和大盤相似的報酬率
: 操作上以 極小化跟隨誤差(minimize tracking error)為準則
: 請問何謂極小化誤差? 這是我再台灣金融研訓院理財規劃證照書籍上看到的
: 想請問各位
投資組合和現貨指數報酬率的差距即為tracking error
因為ETF的持股內容模擬標的指數成分股,其價格變化和指數本身的變化差距會很小
而主動型基金持股由經理人決定,其tracking error就會較大....
--
"We have to understand the possible and positive relation between technology,
culture and politics. They are not enemies. Tech is more than work and money.
Culture is more than just some temples or paintings. Politics is not owned by
the politicians or the media manipulation channels."
---Geert Lovink
--
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