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~person:"Ivanov, Stoyu I."
~person:"Madhavan, Ananth"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Ivanov, Stoyu I.
Madhavan, Ananth
Tang, Hongfei
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Journal of risk finance : the convergence of financial products and insurance
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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Does Trading by ETF and Mutual Fund Investors Hurt Performance? Evidence from Time- and Dollar-Weighted Returns
Madhavan, Ananth
-
2019
This paper analyzes the “return gap” between dollar-weighted returns that account for intermediate investor flows (internal rate of return) and buy-and-hold returns that funds typically report. Our sample constitutes all US-domiciled open-end mutual funds and exchange-traded funds (ETFs),...
Persistent link: https://www.econbiz.de/10012899230
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The impact of flows into exchange-traded funds : volumes and correlations
Madhavan, Ananth
;
Morillo, Daniel
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 96-107
Persistent link: https://www.econbiz.de/10012260461
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Study of REIT ETF beta
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10011628415
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