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person:"Amenc, Noël"
~person:"Chu, Patrick Kuok-Kun"
~type_genre:"Aufsatz in Zeitschrift"
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Index derivative
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exchange-traded fund
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tracking error
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Amenc, Noël
Chu, Patrick Kuok-Kun
Rompotis, Gerasimos G.
18
Ivanov, Stoyu I.
17
Madhavan, Ananth Narayan
10
Tang, Hongfei
9
Marszk, Adam
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Tse, Yiuman
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Kaur, Prabhdeep
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Tripathi, Vanita
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Singh, Jaspal
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Yin, Xiangkang
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The journal of alternative investments
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The journal of prediction markets
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Applied financial economics
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
Tracking errors and their determinants : evidence from Japan-listed exchange-traded funds
Chu, Patrick Kuok-Kun
;
Xu, Dan
- In:
The journal of prediction markets
15
(
2021
)
1
,
pp. 67-96
Persistent link: https://www.econbiz.de/10012803531
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2
Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges
Chu, Patrick Kuok-Kun
- In:
The journal of prediction markets
13
(
2019
)
2
,
pp. 45-62
Persistent link: https://www.econbiz.de/10012607897
Saved in:
3
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds : evidence from Tracker Fund and X iShares A50
Chu, Patrick Kuok-Kun
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011644611
Saved in:
4
Study on the tracking errors and their determinants : evidence from Hong Kong exchange traded funds
Chu, Patrick Kuok-Kun
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 309-315
Persistent link: https://www.econbiz.de/10009124571
Saved in:
5
Risk control through dynamic core-satellite portfolios of ETFs : applications to absolute return funds and tactical asset allocation
Amenc, Noël
;
Goltz, Felix
;
Grigoriu, Adina
- In:
The journal of alternative investments
13
(
2010/11
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10008696893
Saved in:
6
The way ahead for exchange-traded funds : results from a European survey
Amenc, Noël
;
Goltz, Felix
- In:
The journal of alternative investments
12
(
2009/10
)
1
,
pp. 50-54
Persistent link: https://www.econbiz.de/10003881639
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