Liquidity risk, return performance, and tracking error : synthetic vs. physical ETFs
Jinhwan Kim, Hoon Cho, Sangik Seok
| Year of publication: |
2023
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| Authors: | Kim, Marco Jinhwan ; Cho, Hoon ; Seok, Sangik |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 89.2023, p. 1-20
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| Subject: | Exchange-traded funds | Liquidity premium | Replication style | Synthetic ETFs | Tracking error | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Investmentfonds | Investment Fund | Liquidität | Liquidity | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490179