redeems the investment units with incorrect unit price, or any payment with a value equivalent to the difference between the incorrect unit price and the correct unit price in lieu of the increase or
Direct (Dec 2014), data complied by Research Department of Thai SEC. 24 IOSCO principles related to tracking errors of ETFs. The common ways to detect the ETFs management strategy are tracking error and
forecast error of Xi. The key difference of the VDs computed from the generalized method of KPPS and that of Chaloski factorization is that the sum of the contribution to the variance of the forecast error
Association of Investment Management Companies. In case of index funds, the following additional details shall be displayed: 13.8 Tracking Error (%) The difference of the mutual fund’s average return and the
funds, the following additional details shall be displayed: 13.8 Tracking Error (%) The difference of the mutual fund’s average return and the benchmarks shall be displayed. For mutual funds with passive
Tracking Error (%) The difference of the mutual fund’s average return and the benchmarks shall be displayed. For mutual funds with passive management/index tracking as the investment policy, such as index
additional details shall be displayed: 14.8 Tracking Error (%) The difference of the mutual fund’s average return and the benchmarks shall be displayed. For mutual funds with passive management/index tracking
Wattanatorn and Miss Watsachol Koosamart for comments and suggestions Agenda Introduction The Model : Black and Scholes (1973) Model Wilmott (1994) Model The Analysis of Hedging Error The Data Empirical Result
style can be analyzed through performance-based, holding-based and transaction-based framework. Fund return, correlation, tracking error Portfolio turnover, Transactional data Fund constituent (Name and
withdrawals first) is 3.23% with a standard error of 0.05% based on 100 simulations. This is a relatively large difference, but it is important to point out that this is a comparison of the worst possible