Physical versus synthetic exchange traded funds. Which one replicates better?
C Mateus, Y Rahmani - Which One Replicates Better, 2014 - papers.ssrn.com
This paper investigates the tracking performance of physical and synthetic equity exchange
traded funds listed (ETFs) on the London Stock Exchange (LSE) during the period 2008 to …
traded funds listed (ETFs) on the London Stock Exchange (LSE) during the period 2008 to …
Major Currency ETFs and Their Associated Spot and Futures Rates
C Padungsaksawasdi, A Parhizgari - Review of Pacific Basin …, 2017 - World Scientific
To find a substitute vehicle for a direct investment in currencies, we study the behaviors of
six major currency exchange-traded funds (ETFs) and their respective spot and futures …
six major currency exchange-traded funds (ETFs) and their respective spot and futures …
Exchange traded funds in Europe and the US: performance and tracking errors
G Tsalikis - 2020 - dspace.lib.uom.gr
Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …
products of the last two decades. They have become extremely popular both by retail and …
Portfolio optimisation models
C Arbex Valle - 2013 - bura.brunel.ac.uk
In this thesis we consider three different problems in the domain of portfolio optimisation.
The first problem we consider is that of selecting an Absolute Return Portfolio (ARP). ARPs …
The first problem we consider is that of selecting an Absolute Return Portfolio (ARP). ARPs …