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The anatomy of index rebalancings: evidence from transaction data
Escobar, Mariana; Pandolfi, Lorenzo; Pedraza, Alvaro; … - 2021
Persistent link: https://www.econbiz.de/10012803354
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Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa (contributor); Manera, Matteo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003605624
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Does the tail wag the dog? : evidence from fund flow to VIX ETFs and ETNs
Białkowski, Je̜drzej; Dang, Huong; Wei, Xiaopeng - 2017
Persistent link: https://www.econbiz.de/10011886575
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Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek; Kayal, Parthajit - 2023
Persistent link: https://www.econbiz.de/10014375126
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Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios; Koutmos, Gregory; Pericli, Andreas - 1998
Persistent link: https://www.econbiz.de/10001416416
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Portfolio management for insurers and pension funds and COVID19 : targeting volatility for equity, balanced and target-date funds with leverage constraints
Bao Doan; Reeves, Jonathan J.; Sherris, Michael - 2021
Persistent link: https://www.econbiz.de/10012585979
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An analysis of the performance of target date funds
Shoven, John B.; Walton, Daniel B. - 2020
Persistent link: https://www.econbiz.de/10012504233
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Multi-sector bond funds : new evidence on global and domestic drivers and effectiveness of capital account measures
Mercado, Rogelio V. <Jr.>; Sanfilippo, Luca - 2024 - Version Date: 06 April 2024
Persistent link: https://www.econbiz.de/10014507576
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What triggers stock market jumps?
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; … - 2021
Persistent link: https://www.econbiz.de/10012588173
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Sovereign wealth fund investment patterns and performance
Bortolotti, Bernardo; Fotak, Veljko; Megginson, William L. - 2009
We examine 802 investments by 33 Sovereign Wealth Funds (SWFs) in publicly traded companies between May 1985 and November 2009, and find that SWFs tend to invest in large, levered, profitable growth firms, usually headquartered in an OECD country. Announcements of SWF investments yield...
Persistent link: https://www.econbiz.de/10008810291