作者stasis (时来运转)
看板Trading
标题Re: {问题} 关於指数型基金的名词
时间Sun Jan 30 00:54:43 2005
※ 引述《ichibond3 (股票人)》之铭言：
: 指数型基金属於消极型基金其目的在於获得和大盘相似的报酬率
: 操作上以 极小化跟随误差(minimize tracking error)为准则
: 请问何谓极小化误差? 这是我再台湾金融研训院理财规划证照书籍上看到的
: 想请问各位
投资组合和现货指数报酬率的差距即为tracking error
因为ETF的持股内容模拟标的指数成分股，其价格变化和指数本身的变化差距会很小
而主动型基金持股由经理人决定，其tracking error就会较大....
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