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Do Index Fund Managers Trade Opportunistically Around Index Changes? An Empirical Examination of S&P 500 Index Funds
Dunham, Lee M., (2011)
The cost of insuring against underperformance of ESG screened index funds
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Are investors' portfolios enhanced by incorporating CTA index funds?
Ni, Yensen, (2014)
The dynamics of risk : implications for asset allocation strategies
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The different faces of volatility exposure in portfolio management
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The foundation for enduring derivative markets : liquidity, transparency, and capacity
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