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Risk and uncertainty in style rotation

Krause, Timothy A. - In: Financial services review : the journal of individual … 27 (2018) 2, pp. 189-207

Persistent link: https://www.econbiz.de/10011992584

On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH

Xidonas, Panos; Tsionas, Mike; Zopounidis, Constantin - 2020

Persistent link: https://www.econbiz.de/10012165614

How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas

Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14

Persistent link: https://www.econbiz.de/10010338365

Liquidity risk and exchange-traded fund returns, variances, and tracking errors

Bae, Kyounghun; Kim, Daejin - In: Journal of financial economics 138 (2020) 1, pp. 222-253

Persistent link: https://www.econbiz.de/10012631970

Performance dynamics of international exchange-traded funds

Bahadar, Stephen; Gan, Christopher; Nguyen, Cuong - In: Journal of risk and financial management : JRFM 13 (2020) 8/169, pp. 1-14

distress the performance of international ETFs. Despite the exponential growth of the ETF industry in general and international …

Persistent link: https://www.econbiz.de/10012322206

Assessing tracking risk of ETFs in India : an empirical study on selected index ETFs

Sarkar, Swapan - In: Research bulletin / The Institute of Cost Accountants … 42 (2016/2017) 4, pp. 23-37

Persistent link: https://www.econbiz.de/10011722276

Index trading and portfolio risk

Kvamvold, Joakim; Lindset, Snorre - In: Journal of economics and finance 41 (2017) 1, pp. 78-99

Persistent link: https://www.econbiz.de/10011795595

Do Green Exchange-Traded Funds Outperform the S&P500?

Sabbaghi, Omid - 2015

This study provides an empirical analysis of green index funds. Green exchange-traded funds (ETFs) are new financial instruments that invest in companies exhibiting positive environmental, social, and corporate governance (ESG) characteristics, and provide a low-cost approach to socially...

Persistent link: https://www.econbiz.de/10013029455

The cumulant risk premium

Kyle, Albert S.; Todorov, Karamfil - 2023

Persistent link: https://www.econbiz.de/10014414346

ETF risk models

Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10013407268

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