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Extrapolative bubbles and trading volume
Liao, Jingchi; Peng, Cameron; Zhu, Ning N. - 2021
Persistent link: https://www.econbiz.de/10012487392
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On index investing
Coles, Jeffrey L.; Heath, Davidson; Ringgenberg, Matthew C. - In: Journal of financial economics 145 (2022) 3, pp. 665-683
Persistent link: https://www.econbiz.de/10013475428
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More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - 2020
Persistent link: https://www.econbiz.de/10012228949
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Dynamic indexing and allocation : do they dominate simple static indexing?
McCarthy, Joseph E.; Tower, Edward - 2020
Andrew Lo in his book, Adaptive Markets, advocates an investment product that he names a “dynamic index.” He has … AlphaSimplex funds and the GMO fund. The dynamic funds have higher expense ratios and turnover than static index funds do. Do the … investments dominate a simple portfolio of static index funds with similar style rebalanced regularly whether risk adjusted or not …
Persistent link: https://www.econbiz.de/10012607002
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Essays on factor investing
Kyosev, Georgi Stefanov - 2019
Persistent link: https://www.econbiz.de/10012149628
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Index changes and losses to index fund investors
Chen, Honghui; Noronha, Gregory M.; Singal, Vijay - In: Investment performance measurement : evaluating and …, (pp. 669-692). 2009
Persistent link: https://www.econbiz.de/10003839918
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Are investors' portfolios enhanced by incorporating CTA index funds?
Ni, Yensen; Huang, Paoyu - In: Applied economics letters 21 (2014) 1/3, pp. 43-46
Persistent link: https://www.econbiz.de/10010238319
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Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco; Brooks, Chris; Kappou, Konstantina - In: International review of financial analysis 51 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
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Active and passive asset management
Monteux, Manou - In: Asset management : strategies, opportunities and challenges, (pp. 61-79). 2019
Persistent link: https://www.econbiz.de/10013275762
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593