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On the Performance of Fixed Income Exchange Traded Funds

Houweling, Patrick - 2012

track their benchmarks, but that Investment Grade corporate bond ETFs underperform their benchmarks and High Yield corporate … bond ETFs even severely underperform their benchmarks. We provide evidence that the transaction costs of the underlying …

Persistent link: https://www.econbiz.de/10013114749

Do EFTs outperform CEFs in fixed income investing?

Chang, C. Edward; Krueger, Thomas M.; Witte, H. Doug - In: American journal of business : applying research to … 30 (2015) 4, pp. 231-246

Persistent link: https://www.econbiz.de/10011516074

Bond mutual funds vs. bond exchange traded funds : evaluation of risk adjusted performance

Stankevičiene, Jelena; Petroniene, Ieva - In: Administrative Sciences : open access journal 9 (2019) 2/31, pp. 1-14

Growing acceptance of passive bond exchange traded funds (ETFs) and actively managed bond mutual funds has exposed the … analysis of actively managed bond funds and passive bond ETFs in the context of multiple criteria. The research of risk …-adjusted performance of a sampled group of bond funds and ETFs using the TOPSIS multi-criteria decision-making method revealed that …

Persistent link: https://www.econbiz.de/10012140325

The performance of leveraged and inverse leveraged exchange-traded funds

Henderson, Brian J.; Buetow, Gerald W. - In: Journal of investment management : JOIM 12 (2014) 1, pp. 69-92

Persistent link: https://www.econbiz.de/10010388928

A new method to measure the performance of leveraged exchange-traded funds

Charupat, Narat; Miu, Peter - In: The financial review : the official publication of the … 49 (2014) 4, pp. 735-763

Persistent link: https://www.econbiz.de/10010461099

A tracking error approach to leveraged ETFs : are they really that bad?

Bansal, Vipul K.; Marshall, John F. - In: Global finance journal 26 (2015), pp. 47-63

Persistent link: https://www.econbiz.de/10011477998

Investment Performance of Shorted Leveraged ETF Pairs

Jiang, Xinxin - 2013

We analyze trading strategies involving triple-leveraged and inverse triple-leveraged ETF pairs by simulating daily returns over a 48 year period. Our results show that many such strategies significantly outperform the S&P 500 on a risk-adjusted basis. The Sharpe ratio appears to be maximized...

Persistent link: https://www.econbiz.de/10013087345

Blessing or curse? Institutional investment in leveraged ETFs

DeVault, Luke; Turtle, Harry J.; Wang, Kainan - In: Journal of banking & finance 129 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012822207

Assessing the performance of American and European leveraged Exchange Traded Funds

Tsalikis, George; Papadopoulos, Simeon - In: Investment management and financial innovations 15 (2018) 2, pp. 165-182

Persistent link: https://www.econbiz.de/10012055169

Leveraged funds : robust replication and performance evaluation

Guasoni, Paolo; Mayerhofer, Eberhard - In: Quantitative finance 23 (2023) 7/8, pp. 1155-1176

Persistent link: https://www.econbiz.de/10014321669