Why are "true" active managers essential for markets?
Year of publication: |
2021
|
---|---|
Authors: | Galakis, John |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2021, 3, p. 199-223
|
Subject: | passive investing | active investing | active managers | index premium | index turnover cost | co-movement | price detachment | exchange traded funds | ETFs | volatility spillover | systemic risk | fund flows | market efficiency | Investmentfonds | Investment Fund | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Spillover-Effekt | Spillover effect |
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