tag:blogger.com,1999:blog-1264116278467470539.post6890593539603814354..comments2024-03-28T09:31:58.816+08:00Comments on 綠角財經筆記: 什麼是追蹤誤差?(Tracking Error and Tracking Difference)綠角http://www.blogger.com/profile/09057178964836952329noreply@blogger.comBlogger6125tag:blogger.com,1999:blog-1264116278467470539.post-69975569392854288632014-05-01T08:22:49.015+08:002014-05-01T08:22:49.015+08:00Richard 謝謝~
這樣講也可以
文中我說的tracking difference愈小
指的是...Richard 謝謝~<br />這樣講也可以<br /><br />文中我說的tracking difference愈小<br />指的是跟指數的差距愈小綠角https://www.blogger.com/profile/09057178964836952329noreply@blogger.comtag:blogger.com,1999:blog-1264116278467470539.post-38551092150570124892014-04-30T14:06:26.814+08:002014-04-30T14:06:26.814+08:00綠角大,文中有地方有點問題
"tracking difference 越小越能帶給投資人貼...綠角大,文中有地方有點問題<br />"tracking difference 越小越能帶給投資人貼近指數的報酬" <br />因為有內扣費用,所以通常tracking difference會是負數, <br />tracking difference 越小越差,越不能貼近指數報酬<br />Richardnoreply@blogger.comtag:blogger.com,1999:blog-1264116278467470539.post-22554834081264590922013-09-16T07:44:55.056+08:002013-09-16T07:44:55.056+08:00謝謝分享謝謝分享綠角https://www.blogger.com/profile/09057178964836952329noreply@blogger.comtag:blogger.com,1999:blog-1264116278467470539.post-33425361711388683852013-09-15T18:00:37.997+08:002013-09-15T18:00:37.997+08:00各位如果有興趣想知道asset return calculations, risk and perf...各位如果有興趣想知道asset return calculations, risk and performance measures, portfolio theory, index models, and if time permits這些是怎麼算出來的,Coursera最近開了一堂課Introduction to Computational Finance and Financial Econometrics歡迎大家一起去學習,網址如下:https://www.coursera.org/course/compfinanceAnonymoushttps://www.blogger.com/profile/16268410435719737111noreply@blogger.comtag:blogger.com,1999:blog-1264116278467470539.post-84104699566899005792013-09-06T18:58:25.462+08:002013-09-06T18:58:25.462+08:00有點自問自答
再看一下文中的敘述
似乎是被追蹤的標的指數是績效的"鍋蓋",&qu...有點自問自答<br />再看一下文中的敘述<br />似乎是被追蹤的標的指數是績效的"鍋蓋","天險",<br />ETF最高只能到達那個蓋子<br />於是越貼近鍋蓋的話<br />當然績效就越好<br />對投資人就越有利<br /><br />不過剩下的問題就是Alpha部份了<br />有了Alpha,似乎也不盡然ETF績效的極限就是那個被追蹤標的指數的"鍋蓋"了安希禮https://www.blogger.com/profile/11745045992260312712noreply@blogger.comtag:blogger.com,1999:blog-1264116278467470539.post-49390026783174007802013-09-06T15:53:29.286+08:002013-09-06T15:53:29.286+08:00綠角先生
請問一下ETF與追蹤標的指數間的Tracking error越小的話,對投資人的好處為何?...綠角先生<br />請問一下ETF與追蹤標的指數間的Tracking error越小的話,對投資人的好處為何?<br />還有個alpha值,查其定義,似乎是ETF也有可能超越標的指數的表現是嗎?安希禮https://www.blogger.com/profile/11745045992260312712noreply@blogger.com