Yuko Iwaki()
研究領域:
研究・専門分野
2007年04月27日
関連カテゴリ
Free-float weights of the Topix Index are revised on a quarterly basis. Since weighting changes are announced prior to implementation, advance trading in anticipation of the adjustment tends to increase stock price volatility. Index fund managers thus need to consider how to minimize tracking error while averting the downside risk to real fund value.
研究領域:
研究・専門分野