作者stasis (時來運轉)
看板Trading
標題Re: {問題} 關於指數型基金的名詞
時間Sun Jan 30 00:54:43 2005
※ 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....
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