AustralieFrV1, Main, Exploration, bibRecord, 009806

La mesure de performance de la gestion indicielle française

Identifieur interne : 009806 ( Main/Exploration ); précédent : 009805; suivant : 009807

La mesure de performance de la gestion indicielle française

Auteurs : Amir Rezaee [France]

Source :

RBID : Hal:halshs-00008393

Descripteurs français

mix :
- Fonds indiciel, erreur de suivi, gestion indicielle, mesure de performance.

English descriptors

mix :
- Fund performance, Index funds, Indexation, Tracking error.

Abstract

This article analyses the performance of french index funds by using tracking error as an appropriate measure of indexation. Despite the considerable growth of index funds in French and U.S. since 90's, research on their performance is negligile. Based on a dataset of 23 index funds, this article documents a monthly returns tracking error between French index funds and CAC40 index from 0.1 to 2.5 basis points. This highlights the excellent performance of French index funds compared to that achieved by Australian or American funds. This article also analyses the impact of strategy adopted by management in order to duplicate Benchmark return, on magnitude of tracking error.

Url:

https://halshs.archives-ouvertes.fr/halshs-00008393

Affiliations:

Links toward previous steps (curation, corpus...)

to stream Hal, to step Corpus: 000457
to stream Hal, to step Curation: 000457
to stream Hal, to step Checkpoint: 000519
to stream Main, to step Merge: 00A259
to stream Main, to step Curation: 009806

Le document en format XML

<record><TEI><teiHeader><fileDesc><titleStmt><title xml:lang="fr">La mesure de performance de la gestion indicielle française</title>
<author><name sortKey="Rezaee, Amir" sort="Rezaee, Amir" uniqKey="Rezaee A" first="Amir" last="Rezaee">Amir Rezaee</name>
<affiliation wicri:level="1"><hal:affiliation type="laboratory" xml:id="struct-1724" status="OLD">          <orgName>Laboratoire d'économie d'Orleans</orgName>
          <orgName type="acronym">LEO</orgName>
          <desc>            <address>              <addrLine>bat. A Rue de Blois - BP 6739 45067 ORLEANS CEDEX 2</addrLine>
              <country key="FR"></country>
            </address>
            <ref type="url">http://www.univ-orleans.fr/DEG/LEO</ref>
          </desc>
          <listRelation>            <relation active="#struct-300297" type="direct"></relation>
            <relation name="UMR6221" active="#struct-441569" type="direct"></relation>
          </listRelation>
        <tutelles><tutelle active="#struct-300297" type="direct"><org type="institution" xml:id="struct-300297" status="VALID">          <idno type="IdRef">026402971</idno>
          <idno type="ISNI">0000000121581666 </idno>
          <orgName>Université d'Orléans</orgName>
          <orgName type="acronym">UO</orgName>
          <desc>            <address>              <addrLine>Château de la Source - Avenue du Parc Floral - BP 6749 - 45067 Orléans cedex 2</addrLine>
              <country key="FR"></country>
            </address>
            <ref type="url">http://www.univ-orleans.fr/</ref>
          </desc>
        </org>
</tutelle>
<tutelle name="UMR6221" active="#struct-441569" type="direct"><org type="institution" xml:id="struct-441569" status="VALID">          <idno type="IdRef">02636817X</idno>
          <idno type="ISNI">0000000122597504</idno>
          <orgName>Centre National de la Recherche Scientifique</orgName>
          <orgName type="acronym">CNRS</orgName>
          <date type="start">1939-10-19</date>
          <desc>            <address>              <country key="FR"></country>
            </address>
            <ref type="url">http://www.cnrs.fr/</ref>
          </desc>
        </org>
</tutelle>
</tutelles>
</hal:affiliation>
<country>France</country>
<placeName><settlement type="city">Orléans</settlement>
<region type="old region" nuts="2">Région Centre</region>
<region type="region" nuts="2">Centre-Val de Loire</region>
</placeName>
<orgName type="university">Université d'Orléans</orgName>
<orgName type="institution" wicri:auto="newGroup">Centre Val de Loire Université</orgName>
</affiliation>
</author>
</titleStmt>
<publicationStmt><idno type="wicri:source">HAL</idno>
<idno type="RBID">Hal:halshs-00008393</idno>
<idno type="halId">halshs-00008393</idno>
<idno type="halUri">https://halshs.archives-ouvertes.fr/halshs-00008393</idno>
<idno type="url">https://halshs.archives-ouvertes.fr/halshs-00008393</idno>
<date when="2006-01-27">2006-01-27</date>
<idno type="wicri:Area/Hal/Corpus">000457</idno>
<idno type="wicri:Area/Hal/Curation">000457</idno>
<idno type="wicri:Area/Hal/Checkpoint">000519</idno>
<idno type="wicri:explorRef" wicri:stream="Hal" wicri:step="Checkpoint">000519</idno>
<idno type="wicri:Area/Main/Merge">00A259</idno>
<idno type="wicri:Area/Main/Curation">009806</idno>
<idno type="wicri:Area/Main/Exploration">009806</idno>
</publicationStmt>
<sourceDesc><biblStruct><analytic><title xml:lang="fr">La mesure de performance de la gestion indicielle française</title>
<author><name sortKey="Rezaee, Amir" sort="Rezaee, Amir" uniqKey="Rezaee A" first="Amir" last="Rezaee">Amir Rezaee</name>
<affiliation wicri:level="1"><hal:affiliation type="laboratory" xml:id="struct-1724" status="OLD">          <orgName>Laboratoire d'économie d'Orleans</orgName>
          <orgName type="acronym">LEO</orgName>
          <desc>            <address>              <addrLine>bat. A Rue de Blois - BP 6739 45067 ORLEANS CEDEX 2</addrLine>
              <country key="FR"></country>
            </address>
            <ref type="url">http://www.univ-orleans.fr/DEG/LEO</ref>
          </desc>
          <listRelation>            <relation active="#struct-300297" type="direct"></relation>
            <relation name="UMR6221" active="#struct-441569" type="direct"></relation>
          </listRelation>
        <tutelles><tutelle active="#struct-300297" type="direct"><org type="institution" xml:id="struct-300297" status="VALID">          <idno type="IdRef">026402971</idno>
          <idno type="ISNI">0000000121581666 </idno>
          <orgName>Université d'Orléans</orgName>
          <orgName type="acronym">UO</orgName>
          <desc>            <address>              <addrLine>Château de la Source - Avenue du Parc Floral - BP 6749 - 45067 Orléans cedex 2</addrLine>
              <country key="FR"></country>
            </address>
            <ref type="url">http://www.univ-orleans.fr/</ref>
          </desc>
        </org>
</tutelle>
<tutelle name="UMR6221" active="#struct-441569" type="direct"><org type="institution" xml:id="struct-441569" status="VALID">          <idno type="IdRef">02636817X</idno>
          <idno type="ISNI">0000000122597504</idno>
          <orgName>Centre National de la Recherche Scientifique</orgName>
          <orgName type="acronym">CNRS</orgName>
          <date type="start">1939-10-19</date>
          <desc>            <address>              <country key="FR"></country>
            </address>
            <ref type="url">http://www.cnrs.fr/</ref>
          </desc>
        </org>
</tutelle>
</tutelles>
</hal:affiliation>
<country>France</country>
<placeName><settlement type="city">Orléans</settlement>
<region type="old region" nuts="2">Région Centre</region>
<region type="region" nuts="2">Centre-Val de Loire</region>
</placeName>
<orgName type="university">Université d'Orléans</orgName>
<orgName type="institution" wicri:auto="newGroup">Centre Val de Loire Université</orgName>
</affiliation>
</author>
</analytic>
</biblStruct>
</sourceDesc>
</fileDesc>
<profileDesc><textClass><keywords scheme="mix" xml:lang="en"><term>Fund performance</term>
<term>Index funds</term>
<term>Indexation</term>
<term>Tracking error</term>
</keywords>
<keywords scheme="mix" xml:lang="fr"><term>Fonds indiciel</term>
<term>erreur de suivi</term>
<term>gestion indicielle</term>
<term>mesure de performance</term>
</keywords>
</textClass>
</profileDesc>
</teiHeader>
<front><div type="abstract" xml:lang="en">This article analyses the performance of french index funds by using tracking error as an appropriate measure of indexation. Despite the considerable growth of index funds in French and U.S. since 90's, research on their performance is negligile. Based on a dataset of 23 index funds, this article documents a monthly returns tracking error between French index funds and CAC40 index from 0.1 to 2.5 basis points. This highlights the excellent performance of French index funds compared to that achieved by Australian or American funds. This article also analyses the impact of strategy adopted by management in order to duplicate Benchmark return, on magnitude of tracking error.</div>
</front>
</TEI>
<affiliations><list><country><li>France</li>
</country>
<region><li>Centre-Val de Loire</li>
<li>Région Centre</li>
</region>
<settlement><li>Orléans</li>
</settlement>
<orgName><li>Centre Val de Loire Université</li>
<li>Université d'Orléans</li>
</orgName>
</list>
<tree><country name="France"><region name="Région Centre"><name sortKey="Rezaee, Amir" sort="Rezaee, Amir" uniqKey="Rezaee A" first="Amir" last="Rezaee">Amir Rezaee</name>
</region>
</country>
</tree>
</affiliations>
</record>

Pour manipuler ce document sous Unix (Dilib)

EXPLOR_STEP=$WICRI_ROOT/Wicri/Asie/explor/AustralieFrV1/Data/Main/Exploration

HfdSelect -h $EXPLOR_STEP/biblio.hfd -nk 009806 | SxmlIndent | more

HfdSelect -h $EXPLOR_AREA/Data/Main/Exploration/biblio.hfd -nk 009806 | SxmlIndent | more

Pour mettre un lien sur cette page dans le réseau Wicri

{{Explor lien
   |wiki=    Wicri/Asie
   |area=    AustralieFrV1
   |flux=    Main
   |étape=   Exploration
   |type=    RBID
   |clé=     Hal:halshs-00008393
   |texte=   La mesure de performance de la gestion indicielle française
}}

This area was generated with Dilib version V0.6.33.
Data generation: Tue Dec 5 10:43:12 2017. Site generation: Tue Mar 5 14:07:20 2024

	Serveur d'exploration sur les relations entre la France et l'Australie
	Attention, ce site est en cours de développement ! Attention, site généré par des moyens informatiques à partir de corpus bruts. Les informations ne sont donc pas validées.

Serveur d'exploration sur les relations entre la France et l'Australie

La mesure de performance de la gestion indicielle française

La mesure de performance de la gestion indicielle française

Source :

Descripteurs français

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri