Exchange-Traded Funds: eine empirische Analyse der Tracking Effizienz
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | German |
| Published: |
Herzogenrath
Shaker
2017
|
| Series: | Corporate Finance & Portfolio Management
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 76 Seiten Illustrationen 21 cm x 14.8 cm, 123 g |
| ISBN: | 9783844050295 3844050299 |
Staff View
MARC
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| 100 | 1 | |a Zimmermann, Kevin |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Exchange-Traded Funds |b eine empirische Analyse der Tracking Effizienz |c Kevin Zimmermann |
| 264 | 1 | |a Herzogenrath |b Shaker |c 2017 | |
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| 653 | |a ETF | ||
| 653 | |a Fondsanlage | ||
| 653 | |a Tracking Error | ||
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Record in the Search Index
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|---|---|
| adam_text | INHALTSVERZEICHNIS:
1 PROBLEMSTELLUNG UND AUFBAU DER ARBEIT
______________________________________________
1
1.1 P
ROBLEMSTELLUNG
DER
A
RBEIT
1
1.2 A
UFBAU
DER
A
RBEIT
2
2
THEORETISCHE GRUNDLAGEN ETFS
___________________________________________________________
3
2.1 D
EFINITIONEN
3
2.2 G
ESCHICHTE
4
2.3 C
HARAKTERISTIK
4
2.4 R
ISIKEN
7
2.5 K
OSTEN
7
2 .6
I
NDIZES
ALS
B
ASISWERTE
FUER
ETF
S
8
2.7 R
EPLIKATIONSMETHODEN
11
2.7.1
V
OLLE
R
EPLIKATION
11
2.7.2 S
AMPLING
-M
ETHODEN
12
2.7.3
S
YNTHETISCHE
I
NDEXNACHBILDUNG
13
2.7.4 V
ERGLEICH
DER
EINZELNEN
R
EPLIKATIONSMETHODEN
15
2 .8
I
NVESTMENTRICHTLINIE
UCITS/OGAW
FUER
ETF
S
1 5
2 THEORETISCHE GRUNDLAGEN TRACKING ERROR UND DIFFERENCE
___________________________
1 7
3.1 A
LTERNATIVE
M
ETHODEN
ZUR
P
ERFORMANCE
-M
ESSUNG
VON
ETF
S
17
3.2 K
OMPONENTEN
DES
T
RACKING
E
RRORS
17
3.2.1 UE
BERSICHT
K
OMPONENTEN
DES
T
RACKING
E
RRORS
17
3.2.2 S
TRUKTURELLE
F
EHLER
18
3.2.3 S
TEUER
-
UND
K
OSTENFEHLER
19
3.2.4 S
PEZIFISCHE
F
EHLERKOMPONENTEN
IN
DIESER
U
NTERSUCHUNG
19
3.3 B
ERECHNUNGSMETHODEN
20
3.4 B
EEINFLUSSBARKEIT
DES
T
RACKING
E
RRORS
21
3.5 T
RACKING
E
RROR
B
ERECHNUNG
IN
DER
P
RAXIS
23
3.5.1
K
EINE
EINHEITLICHE
B
ERECHNUNGSM ETHODE
23
3.5.2
F
EHLERQUELLEN
BEI
DER
B
ERECHNUNG
23
4 EMPIRISCHE
ANALYSE__________________________________________________________________________2
5
4.1 U
NTERSUCHUNGSDESIGN
25
4.1.1 A
USWAHL
DER
UNTERSUCHTEN
ETFS
25
4.1.2
B
ERECHNUNG
DES
T
RACKING
E
RRORS
UND
DER
T
RACKING
D
IFFERENCE
26
4.1.3
A
UFBEREITUNG
DER
D
ATEN
28
4.2 U
NTERSUCHUNGSERGEBNISSE
30
4.2.1
UEBERSICHT
30
4.2.2 A
NALYSE
DER
UNTERSUCHUNGSSPEZIFISCHEN
F
EHLERKOMPONENTEN
30
4.2.3 A
NALYSE
DER
M
ANAGEMENT
-F
EHLER
-K
OMPONENTE
36
4.2.4
A
NALYSE
DER
STRUKTURELLEN
F
EHLER
40
5
FAZIT
____________________________________________________________________________________51
6 THESENFOERMIGE ZUSAMMENFASSUNG
______________________________________________________
ZZ
7
ANHANG______________________________________________________________________________________
6 2
LITERATURVERZEICHNIS________________________________________________________________________
7 5
|
| any_adam_object | 1 |
| author | Zimmermann, Kevin |
| author_facet | Zimmermann, Kevin |
| author_role | aut |
| author_sort | Zimmermann, Kevin |
| author_variant | k z kz |
| building | Verbundindex |
| bvnumber | BV044037158 |
| classification_rvk | QK 530 |
| ctrlnum | (OCoLC)976014558 (DE-599)DNB1122654243 |
| dewey-full | 650 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 650 - Management and auxiliary services |
| dewey-raw | 650 |
| dewey-search | 650 |
| dewey-sort | 3650 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV044037158 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:41:49Z |
| institution | BVB |
| institution_GND | (DE-588)1064118135 |
| isbn | 9783844050295 3844050299 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029444272 |
| oclc_num | 976014558 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-739 |
| owner_facet | DE-355 DE-BY-UBR DE-739 |
| physical | 76 Seiten Illustrationen 21 cm x 14.8 cm, 123 g |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Shaker |
| record_format | marc |
| series2 | Corporate Finance & Portfolio Management |
| spelling | Zimmermann, Kevin Verfasser aut Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz Kevin Zimmermann Herzogenrath Shaker 2017 76 Seiten Illustrationen 21 cm x 14.8 cm, 123 g txt rdacontent n rdamedia nc rdacarrier Corporate Finance & Portfolio Management Masterarbeit Hochschule Worms 2015 Indexfonds (DE-588)4597125-0 gnd rswk-swf ETF Fondsanlage Tracking Error (DE-588)4113937-9 Hochschulschrift gnd-content Indexfonds (DE-588)4597125-0 s DE-604 Shaker Verlag (DE-588)1064118135 pbl DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029444272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Zimmermann, Kevin Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz Indexfonds (DE-588)4597125-0 gnd |
| subject_GND | (DE-588)4597125-0 (DE-588)4113937-9 |
| title | Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz |
| title_auth | Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz |
| title_exact_search | Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz |
| title_full | Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz Kevin Zimmermann |
| title_fullStr | Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz Kevin Zimmermann |
| title_full_unstemmed | Exchange-Traded Funds eine empirische Analyse der Tracking Effizienz Kevin Zimmermann |
| title_short | Exchange-Traded Funds |
| title_sort | exchange traded funds eine empirische analyse der tracking effizienz |
| title_sub | eine empirische Analyse der Tracking Effizienz |
| topic | Indexfonds (DE-588)4597125-0 gnd |
| topic_facet | Indexfonds Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029444272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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