The spillover, risk and leverage effects of smart beta management exchange-traded fund (ETF)
Year of publication: |
2021
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Authors: | Chen, Jo-hui ; Edwards, Nicholas |
Published in: |
Global economy journal : GEJ. - [Erscheinungsort nicht ermittelbar] : World Scientific, ISSN 1553-5304, ZDB-ID 2167267-2. - Vol. 21.2021, 3, Art.-No. 2150016, p. 2150016-1-2150016-24
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Subject: | ETF management | ETFs | smart beta | Spillover effect | Spillover-Effekt | Indexderivat | Index derivative | Betafaktor | Beta risk | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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