Tracking S&P 500 Index Funds

By A. Frino, D. Gallagher. 2001

231 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/b9b608ebe4913ebe21ccad86917fbf6286c4c23c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Benjamin Braun
2. Anthony Grace

In Finance

1. Benjamin Braun
2. Anthony Grace
3. Jens van ’t Klooster
4. Clément Fontan

Citations in the corpus

• From performativity to political economy: index investing, ETFs and asset manager capitalism (2016, background): “A trade-off therefore exists between minimising ‘tracking error’ and minimising transaction costs (Frino and Gallagher 2001: 45–6).”
• Can Deep Learning Techniques Improve the Risk Adjusted Returns from Enhanced Indexing Investment Strategies (2017, background): “Earlier research conducted by Frino and Gallagher (2001) on S&P 500 index funds also confirms the hypothesis that passive funds provide superior performance compared to the net of costs returns from actively managed funds.”