Pan Jiang

Wilfrid Laurier University - Department of Business

Canada

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Follow the Leader: Index Tracking with Factor Models

Number of pages: 28 Posted: 24 Jun 2019 Last Revised: 06 Nov 2020
Pan Jiang and M. Fabricio Perez
Wilfrid Laurier University - Department of Business and Wilfrid Laurier University - School of Business & Economics
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Abstract:

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Systematic risk; Index tracking; Passive fund Management; Factor models