Search Results - subject:"Tracking Error"

The performance of ETFs on developed and emerging markets with consideration of regional diversity

Zawadzki, Krystian - In: Quantitative finance and economics 4 (2020) 3, pp. 515-525

Persistent link: https://www.econbiz.de/10012271486

Performance dynamics of international exchange-traded funds

Bahadar, Stephen; Gan, Christopher; Nguyen, Cuong - In: Journal of risk and financial management : JRFM 13 (2020) 8/169, pp. 1-14

Asynchronous trading hours between the markets of Exchange-Traded Funds (ETFs) and their benchmarks not only make it difficult to apply a full replication strategy but also make the creation/redemption process ineffective and consequently distress the performance of international ETFs. Despite...

Persistent link: https://www.econbiz.de/10012322206

Performance dynamics of international exchange-traded funds

Bahadar, Stephen; Gan, Christopher; Nguyen, Cuong - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-14

Persistent link: https://www.econbiz.de/10012611403

Liquidity risk, return performance, and tracking error : synthetic vs. physical ETFs

Kim, Marco Jinhwan; Cho, Hoon; Seok, Sangik - In: Journal of international financial markets, … 89 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014490179

Reimagining index funds

Arnott, Rob; Brightman, Chris; Liu, Xi; Que Nguyen - In: Journal of investment management : JOIM 21 (2023) 4, pp. 15-31

Persistent link: https://www.econbiz.de/10014475315

When trackers are aware of ESG : do ESG ratings matter to tracking error portfolio performance?

Ling, Aifan; Li, Junxue; Wen, Limin; Zhang, Yi - In: Economic modelling 125 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014463549

Be nice to the air : severe haze pollution and mutual fund risk

Roy, Suvra; Nguyen, Harvey; Visaltanachoti, Nuttawat - In: Global finance journal 58 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014633151

Exchange-traded Funds in India Amid COVID-19 Crisis : An Empirical Analysis of the Performance

Malhotra, Priya; Sinha, Pankaj - In: Metamorphosis : a journal of management research 22 (2023) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10014321074

Factor replication with industry stratification

Bharjana, Surpreet; Fletcher, Rohan; Lajbcygier, Paul - In: Financial analysts journal : FAJ 79 (2023) 3, pp. 118-135

Persistent link: https://www.econbiz.de/10014321642

Global maximal Sharpe ratios for active portfolios

Van Vuuren, Gary; Lecq, Max van der - In: Applied economics letters 30 (2023) 15, pp. 2069-2073

Persistent link: https://www.econbiz.de/10014324875