Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs
J Kim, H Cho, S Seok - … of International Financial Markets, Institutions and …, 2023 - Elsevier
As the global ETF market continues to grow, the significance of understanding replication
strategies has become increasingly apparent. This study examines the compensation of …
strategies has become increasingly apparent. This study examines the compensation of …
ETFs, financing constraints and corporate investment efficiency: An analysis of the regulatory effect based on equity incentive policies
Q Liu - Finance Research Letters, 2025 - Elsevier
The diversity of ETF products and their trading adaptability provide an effective means to
optimize investment portfolios and enhance capital allocation efficiency, thereby better …
optimize investment portfolios and enhance capital allocation efficiency, thereby better …
Fuzzy MCDM techniques for portfolio selection in the post-COVID Indian mutual fund market: a comparative study of FAHP and entropy methods
K Vasantha Lakshmi, KN Udaya Kumara - Journal of Ambient Intelligence …, 2024 - Springer
Abstract Fuzzy Multi-Criteria Decision-Making Methods (MCDM) techniques are integrated
into an accurate and resilient methodology to help choose portfolios and manage the risks …
into an accurate and resilient methodology to help choose portfolios and manage the risks …
Performance Evaluation of Socially Responsible Funds Compared to Their Benchmark Index in India: Evidence from the Covid-19 Crisis
This study aimed at differentiating the qualitative characteristics (Basic and Technical) of the
Indian Socially Responsible (SR) funds. The study also compared the performance of SR …
Indian Socially Responsible (SR) funds. The study also compared the performance of SR …
Excess return and tracking errors of Chinese ETFs
D Hu, H Liang, Z Yuan - Finance Research Letters, 2024 - Elsevier
We adopt 72 passive equity exchange-traded funds (ETFs) from the Chinese A-share market
to examine the size and time-varying characteristics of their tracking errors, identify their …
to examine the size and time-varying characteristics of their tracking errors, identify their …
Determinant of Sharia ETF Performance and the Moderating Role of Fund Size.
F Abadiyah - Indonesian Capital Market Review, 2024 - search.ebscohost.com
Sharia-compliant exchange-traded funds (ETFs) are mutual funds that follow the
performance of a sharia reference index and are traded on the capital market like shares …
performance of a sharia reference index and are traded on the capital market like shares …
Active Versus Passive Fund Management: A quantitative analysis using historical data from 2019-2023 to evaluate the optimal investment decision for wealth …
F Räftegård, A Thyberg - 2024 - diva-portal.org
Many studies have been published on active versus passive management, yet there was a
significant gap in how Scandinavian-managed equity funds perform during intense crises …
significant gap in how Scandinavian-managed equity funds perform during intense crises …
Desempenho dos Exchange-Traded Funds europeus
PM Gonçalves - 2024 - repositorio.ipsantarem.pt
No presente estudo, pretendeu-se analisar o desempenho de exchange-traded funds
(ETFs) Europeus face aos seus índices de referência. Utilizando, nomeadamente, o modelo …
(ETFs) Europeus face aos seus índices de referência. Utilizando, nomeadamente, o modelo …
ANALISIS DETERMINAN KINERJA REKSA DANA INDEKS SAHAM OPEN-END PADA PERUSAHAAN FINTECH AGEN PENJUAL EFEK REKSA DANA (APERD) DI …
VS Pekerti - PROSIDING SEMINAR NASIONAL UNARS, 2024 - unars.ac.id
Pertumbuhan reksa dana di Indonesia yang pesat berasal dari semakin banyaknya
perusahaan fintech agen penjual efek reksa dana (APERD). Para investor ritel berharap …
perusahaan fintech agen penjual efek reksa dana (APERD). Para investor ritel berharap …
The Myth of Positive Excess Return of Etfs in China: Decomposition and Attribution of ETF Tracking Errors
D Hu, H Liang, Z Yuan - Available at SSRN 4793760, 2023 - papers.ssrn.com
We use 72 passive equity exchange-traded funds (ETFs) from the Chinese A-share market
to examine the size and time-varying characteristics of their tracking errors (TE), identify their …
to examine the size and time-varying characteristics of their tracking errors (TE), identify their …