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Monetary policy and interest rate factors

Buetow, Gerald W.; Fabozzi, Frank J.; Henderson, Brian J. - In: The journal of fixed income 19 (2009/10) 2, pp. 63-70

Persistent link: https://www.econbiz.de/10003893446

Buetow, Gerald W.; Henderson, Brian J. - In: The professional risk managers' guide to finance theory …, (pp. 177-205). 2008

Persistent link: https://www.econbiz.de/10003677833

An empirical analysis of exchange-traded funds

Buetow, Gerald W.; Henderson, Brian J. - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 112-127

Persistent link: https://www.econbiz.de/10009670250

Are flows costly to ETF investors?

Henderson, Brian J.; Buetow, Gerald W. - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 100-112

Persistent link: https://www.econbiz.de/10010365494

The performance of leveraged and inverse leveraged exchange-traded funds

Henderson, Brian J.; Buetow, Gerald W. - In: Journal of investment management : JOIM 12 (2014) 1, pp. 69-92

Persistent link: https://www.econbiz.de/10010388928

The Performance of Leveraged and Inverse Leveraged Exchange Traded Funds

Henderson, Brian J. - 2014

We document significant abnormal daily returns to leveraged and inverse leveraged exchange-traded funds (ETFs). Abnormal returns are positive for leveraged funds and negative to inverse leveraged funds, and the magnitude increases in the absolute value of the leverage multiple. We propose and...

Persistent link: https://www.econbiz.de/10013053657

The VIX futures basis : determinants and implications

Buetow, Gerald W.; Henderson, Brian J. - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 119-130

Persistent link: https://www.econbiz.de/10011685358