Swing pricing calibration : using ETFs to infer swing factors for mutual funds
Kenechukwu Anadu, John Levin, Victoria Liu, Noam Tanner, Antoine Malfroy-Camine, and Sean Baker
| Year of publication: |
2024
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|---|---|
| Authors: | Anadu, Kenechukwu ; Levin, John ; Liu, Victoria Xueyao ; Tanner, Noam ; Malfroy-Camine, Antoine ; Baker, Sean |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 1, p. 30-40
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| Subject: | ETFs | first-mover advantage | liquidity transformation | open-ended mutual funds | run risk | swing pricing | Investmentfonds | Investment Fund | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2023.2240280 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014576149