000 01599cam a2200229 4500500
005 20250112004538.0
041 _afre
042 _adc
100 1 0 _aMbengue, Mohamed Lamine
_eauthor
700 1 0 _a Sène, Babacar
_eauthor
700 1 0 _a Diop, Mame Abdou
_eauthor
700 1 0 _a Dieng, Modou
_eauthor
245 0 0 _aTracking Error Determinants in Mutual Funds: The Case of Regional Stock Exchange in West Africa
260 _c2024.
500 _a56
520 _aBabacar SENE, Faculty of Economic and Management Cheikh Anta Diop University Dakar Mame Abdou DIOP, Department of Management Gaston Berger University Saint-Louis Modou DIENG, Faculty of Economics - Management, Alioune Diop University Bambey The BRVM (Regional Stock Exchange in West Africa) mutual fund (MF) market has grown rapidly in recent years. The performances obtained have allowed specific financial market shares to be included in the MSCI Frontier Market Index. This promotion facilitated the visibility of the BRVM to international investors. This study is part of this dynamic and evaluates the tracking errors of MF and their determinants. Results show that entry and exit fees, management fees, strategies, valuation frequencies, and size are determinants of the tracking errors of BRVM MFs. JEL Classification: C52,G11,G12,G23.
690 _aTracking Error
690 _aRegional Stock Exchange (BRVM)
690 _aMutual fund
786 0 _nBankers, Markets & Investors | 176 | 1 | 2024-05-02 | p. 45-53
856 4 1 _uhttps://shs.cairn.info/revue-bankers-markets-et-investors-2024-1-page-45?lang=en
999 _c100512
_d100512