摘要
本文对上证50ETF的主要运作指标跟踪误差与折溢价水平进行计算分析,并通过结合国外ETF的运作状况进行比较,得出:我国ETF的发展由于起步较晚,且股权分置改革尚未完成,对上证50ETF的运作产生一定的影响,因而与国际上著名的ETF产品的运作存在一定差距。
This article analyses the tracking error and discount or premium level of main index of SSE 50ETF. By comparing the operation situation of foreign ETF, the author draws the conclusion that Chinese ETF has a certain distance with international famous ETF products. The reason is that Chinese ETF begins much later and is effected by the reform of share division.
出处
《华北电力大学学报（社会科学版）》
2006年第2期23-27,共5页
Journal of North China Electric Power University(Social Sciences)
关键词
ETF
跟踪误差
折溢价水平
ETF
tracking error
discount or premium level
