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Showing 1 to 1 of 1 for “"SOYB"”.
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How Well Do Commodity Based ETFs Track Underlying Assets?
… This study analyzes how well the CORN, WEAT, SOYB, USO, and UGA commodity ETFs track their respective futures assets during the period of January 2012 to October 2017. Tracking error in this study is evaluated through 4 approaches to measure error, bias, systematic risk, and error magnitude. …