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Is Index Performance Achievable? An Analysis of Australian Equity Index Funds
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Is Index Performance Achievable? An Analysis of Australian Equity Index Funds (2002)Is Index Performance Achievable? An Analy…Stock-Index Tracking Optimization Using Auto-Encoders (2020)Stock-Index Tracking Optimiza…Determinants of tracking error in German ETFs – the role of market liquidity (2016)Determinants of tracking erro…The price efficiency of South African exchange traded funds (2013)The price efficiency of South…The Index Tracking Strategies of Passive and Enhanced Index Equity Funds (2005)The Index Tracking Strategies…The Exchange‐Traded Funds Manual (2010)World Federation Of Exchanges (2010)Journal of Financial Services Research (2013)A Mean/Variance Analysis of Tracking Error (1992)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)The rise of passive investing: a systematic literature review applying PRISMA framework (2024)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)The Economics of Mutual Funds (2011)SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES (2013)Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics (2017)
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  • 2005The Index Tracking Strategies of Passive and Enhanced Index Equity Funds38 cited
  • 2020Stock-Index Tracking Optimization Using Auto-Encoders31 cited
  • 2016Determinants of tracking error in German ETFs – the role of market liquidity30 cited
  • 2013The price efficiency of South African exchange traded funds24 cited

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