Risk and uncertainty in style rotation
Year of publication: |
2018
|
---|---|
Authors: | Krause, Timothy A. |
Published in: |
Financial services review : the journal of individual financial management. - Athens, Ohio : Academy of Financial Services, ISSN 1873-5673, ZDB-ID 1130453-4. - Vol. 27.2018, 2, p. 189-207
|
Subject: | VIX index | VVIX index | Volatility | Exchange traded fund | ETF | Uncertainty | Value versus growth | Style returns | Volatilität | Indexderivat | Index derivative | Aktienindex | Stock index | Risiko | Risk | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
-
Assessing tracking risk of ETFs in India : an empirical study on selected index ETFs
Sarkar, Swapan, (2017)
-
Kakushadze, Zura, (2022)
-
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun, (2020)
- More ...
-
Student Managed Funds – a panel discussion
Holzhauer, Hunter M., (2019)
-
Exchange Traded Funds, Liquidity, and Market Volatility
Krause, Timothy A., (2017)
-
Implied Volatility Dynamics Among Exchange-Traded Funds and Their Largest Component Stocks
Krause, Timothy A., (2016)
- More ...