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~isPartOf:"Applied economics"
~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Managerial finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of alternative investments"
~subject:"Portfolio-Management"
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Search: subject_exact:"Indexderivat"
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Portfolio-Management
Index derivative
47
Indexderivat
47
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17
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14
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9
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Amenc, Noël
1
Blumin, Dmitri
1
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1
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1
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1
Goltz, Felix
1
Gregory, Richard P.
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Applied economics
European financial management : the journal of the European Financial Management Association
Managerial finance
Research paper series / Swiss Finance Institute
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Financial services review : the journal of individual financial management
9
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BIS quarterly review : international banking and financial market developments
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ECONIS (ZBW)
9
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1
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9
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date (oldest first)
1
Investment performance of shorted leveraged ETF pairs
Jiang, Xinxin
;
Peterburgsky, Stanley
- In:
Applied economics
49
(
2017
)
44
,
pp. 4410-4427
Persistent link: https://www.econbiz.de/10011843297
Saved in:
2
Evaluating the efficiency of hedge fund replication : return and diversification effects
Blumin, Dmitri
;
Hauser, Roie
;
Levy, Azriel
;
Rao, Kartikeya
- In:
The journal of alternative investments
19
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011529266
Saved in:
3
Combining value averaging and Bollinger Band for an ETF trading strategy
Lai, Hung-Cheng
;
Tseng, Tseng-Chan
;
Huang, Sz-Chi
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3550-3557
Persistent link: https://www.econbiz.de/10011620811
Saved in:
4
Leveraged ETF option strategies
Trainor, William J.
;
Gregory, Richard P.
- In:
Managerial finance
42
(
2016
)
5
,
pp. 438-448
Persistent link: https://www.econbiz.de/10011570270
Saved in:
5
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
Sukcharoen, Kunlapath
;
Choi, Hankyeung
;
Leatham, David J.
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3482-3498
Persistent link: https://www.econbiz.de/10011293520
Saved in:
6
European bond ETFs : tracking errors and the sovereign debt crisis
Drenovak, Mikica
;
Urošević, Branko
;
Jelic, Ranko
- In:
European financial management : the journal of the …
20
(
2014
)
5
,
pp. 958-994
Persistent link: https://www.econbiz.de/10010504232
Saved in:
7
Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew
;
Lu, Xing
;
MacLeod, Robert W.
; …
- In:
Managerial finance
39
(
2013
)
12
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
Saved in:
8
Trading in the presence of cointegration
Galenko, Alexander
;
Popova, Elmira
;
Popova, Ivilina
- In:
The journal of alternative investments
15
(
2012/13
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10009573445
Saved in:
9
Risk control through dynamic core-satellite portfolios of ETFs : applications to absolute return funds and tactical asset allocation
Amenc, Noël
;
Goltz, Felix
;
Grigoriu, Adina
- In:
The journal of alternative investments
13
(
2010/11
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10008696893
Saved in:
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