A performance evaluation of smart beta exchange traded funds
Gerasimos G. Rompotis
| Year of publication: |
2019
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|---|---|
| Authors: | Rompotis, Gerasimos G. |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2019, 2, p. 124-162
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| Subject: | smart beta | exchange traded funds | ETFs | performance | factor investing | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Betafaktor | Beta risk | Performance-Messung | Performance measurement | CAPM | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2019.104079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253556