Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds
Bennett W. Golub, Maurizio Ferconi, Ananth Madhavan, Alex Ulitsky
| Year of publication: |
2018
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|---|---|
| Authors: | Golub, Bennett W. ; Ferconi, Maurizio ; Madhavan, Ananth Narayan ; Ulitsky, Alex |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 2.2018, 4, p. 335-350
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| Subject: | fixed income | exchange-traded funds | ETFs | factors | Indexderivat | Index derivative | Anleihe | Bond | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000037