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~isPartOf:"Managerial finance"
~isPartOf:"The journal of alternative investments"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
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Börsenkurs
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Index derivative
19
Indexderivat
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Amenc, Noël
1
Blumin, Dmitri
1
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1
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1
Gregory, Richard P.
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Grigoriu, Adina
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Hauser, Roie
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Holzhauer, Hunter Matthew
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Irwin, Scott H.
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Managerial finance
The journal of alternative investments
Finance research letters
11
International review of financial analysis
11
Financial services review : the journal of individual financial management
10
Applied economics letters
9
Global finance journal
9
Applied economics
8
Journal of banking & finance
7
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6
Journal of investment management : JOIM
6
Journal of risk and financial management : JRFM
6
The journal of beta investment strategies
6
The journal of futures markets
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Journal of financial economics
5
The journal of asset management
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The journal of trading
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European financial management : the journal of the European Financial Management Association
4
Journal of international financial markets, institutions & money
4
The journal of investing : JOI
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
3
Energy economics
3
International journal of financial services management : IJFSM
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Journal of economics and finance
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Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of asset pricing studies : RAPS
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Studies in economics and finance
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of wealth management
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Asia-Pacific journal of financial studies
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BIS quarterly review : international banking and financial market developments
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ECONIS (ZBW)
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1
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:
2
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:
3
Does intervalling effect affect ETFs?
Milonas, Nikolaos T.
;
Rompotis, Gerasimos G.
- In:
Managerial finance
39
(
2013
)
9
,
pp. 863-882
Persistent link: https://www.econbiz.de/10009780537
Saved in:
4
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:
5
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:
6
Commodity index investing : speculation or diversification?
Stoll, Hans R.
;
Whaley, Robert E.
- In:
The journal of alternative investments
14
(
2011/12
)
1
,
pp. 50-60
Persistent link: https://www.econbiz.de/10009269778
Saved in:
7
The impact of index funds in commodity futures markets : a systems approach
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The journal of alternative investments
14
(
2011/12
)
1
,
pp. 40-49
Persistent link: https://www.econbiz.de/10009269780
Saved in:
8
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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