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Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10013407268

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

Risk mitigation and return resilience for high yield bond ETFs with ESG components

Kanamura, Takashi - In: Finance research letters 41 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013336243

Index tracking error optimization of equity and fixed-income ETFs

Avdiu, Kujtim; Unger, Stephan - In: The journal of beta investment strategies 14 (2023) 4, pp. 92-107

Persistent link: https://www.econbiz.de/10014536654

To outperform : sell-in-May enhanced with bond investments

Hsu, Chih-Hsiang; Lien, Da-hsiang Donald - In: Pacific-Basin finance journal 90 (2025), pp. 1-26

Persistent link: https://www.econbiz.de/10015402277

Embedded leverage

Frazzini, Andrea; Pedersen, Lasse Heje - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 1-52

Persistent link: https://www.econbiz.de/10012878804

Embedded Leverage

Frazzini, Andrea - 2012

Many financial instruments are designed with embedded leverage such as options and leveraged exchange traded funds (ETFs). Embedded leverage alleviates investors' leverage constraints and, therefore, we hypothesize that embedded leverage lowers required returns. Consistent with this hypothesis,...

Persistent link: https://www.econbiz.de/10013097662

Forecasting holding periods for Leveraged ETFs using decay thresholds : theory and applications

Trainor, William J.; Carroll, Mark G. - In: Inventi impact: microfinance & banking (2013) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10010193177