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subject:"USA"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of asset management"
~subject:"Portfolio selection"
~subject:"Volatilität"
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Discussion paper / Centre for Economic Policy Research
The journal of asset management
The review of financial studies
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12
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12
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10
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1
Do smart beta ETFs deliver persistent performance?
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Soggiu, Marco
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012292862
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2
The diminished effect of index rebalances
Kappou, Konstantina
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 235-244
Persistent link: https://www.econbiz.de/10011891181
Saved in:
3
Offsetting disagreement and security prices
Hwang, Byoung-Hyoung
;
Lou, Dong
;
Yin, Chengxi
-
2017
Persistent link: https://www.econbiz.de/10011740100
Saved in:
4
Return and volatility of emerging markets leveraged ETFs
Rompotis, Gerasimos
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 165-194
Persistent link: https://www.econbiz.de/10011485146
Saved in:
5
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
Saved in:
6
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
7
Country ETFS, currencies and international diversification
Williams, S. Owen
- In:
The journal of asset management
15
(
2014
)
6
,
pp. 392-414
Persistent link: https://www.econbiz.de/10010476255
Saved in:
8
Does the law of one price apply to dually listed ETFs belonging to the same family? : evidence from iShares
Rompotis, Gerasimos G.
- In:
The journal of asset management
13
(
2012
)
6
,
pp. 401-420
Persistent link: https://www.econbiz.de/10009693664
Saved in:
9
Returns in trading versus non-trading hours : the difference is day and night
Kelly, Michael A.
;
Clark, Steven P.
- In:
The journal of asset management
12
(
2011
)
2
,
pp. 132-145
Persistent link: https://www.econbiz.de/10009232549
Saved in:
10
Utility comparison between security selectors, asset allocators and equally weighted portfolios within a selected ETF universe
Hlawitschka, Walter F.
;
Tucker, Michael T.
- In:
The journal of asset management
9
(
2008/09
)
1
,
pp. 67-72
Persistent link: https://www.econbiz.de/10003718015
Saved in:
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