Performance Evaluation of Global High-rated ETFs During the Taper Tantrum
Year of publication: |
2020
|
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Authors: | Marios, Arampatzis ; Kalliopi, Daskalou ; Evangelia, Papaioannou ; Paraskevi, Prassa |
Published in: |
Journal of Central Banking Theory and Practice. - Warsaw : De Gruyter Open, ISSN 2336-9205. - Vol. 9.2020, 1, p. 23-44
|
Publisher: |
Warsaw : De Gruyter Open |
Subject: | CAPM | ETFs | selectivity skills | beta | Treynor ratio | Sharpe ratio | QE-tapering |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.2478/jcbtp-2020-0002 [DOI] 1691005223 [GVK] hdl:10419/217693 [Handle] RePEc:cbk:journl:v:9:y:2020:i:1:p:23-44 [RePEc] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
-
Performance evaluation of global high-rated ETFs during the taper tantrum
Marios, Arampatzis, (2020)
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Analysing assets' performance inside a portfolio : from crossed beta to the net risk premium ratio
Bosch-Badia, Maria-Teresa, (2017)
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Introduction to Risk Parity and Budgeting
Roncalli, Thierry, (2013)
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Performance evaluation of global high-rated ETFs during the taper tantrum
Marios, Arampatzis, (2020)
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