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Original Articles

On construction of index funds in South Africa

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Pages 39-55 | Received 01 Jan 1996, Accepted 01 May 1997, Published online: 03 Jun 2015

References

  • Ardington, C. (1995) On index fund construction in South Africa, Working paper, Department of Statistics, Univeristy of Cape Town
  • Bishop, E. ed (1990) Indexation, Euromoney Books, London
  • Bradfield, D.J. (1989) A note on the estimation problems caused by thin-trading on the JSE, De Ratione, Vol 3, pp. 22–25
  • Liesching, R. and Manchanda, V. (1990) Chapter 7 : Establishing the fund (In BISHOP, E. ed (1990) Indexation, Euromoney Books, London)
  • Meade, N. and Salkin, G.R. (1989) Index Funds - Construction and performance measurement, Journal of the Operational Research Society, Vol 40, pp 871–879
  • Roll, R. (1992) A mean/variance analysis of tracking error, Journal of Portfolio Theory, Summer, pp 22
  • Rudd, A. (1980) Optimal Selection of Passive Portfolios, Financial Management, Spring, pp 57–66

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