Actively versus passively managed equity ETFs: new empirical insights
GG Rompotis - … Journal of Banking, Accounting and Finance, 2020 - inderscienceonline.com
This study employs a sample of 37 active and passive ETF pairs, which invest in common
stocks, to assess their performance and risk up to December 31, 2016. Several return …
stocks, to assess their performance and risk up to December 31, 2016. Several return …
Actively managed ETFs vs actively managed mutual funds
DE Sherrill, K Upton - Managerial Finance, 2018 - emerald.com
Purpose The purpose of this paper is to study if actively managed exchange-traded funds
(AMETFs) and actively managed mutual funds (AMMFs) are complements or substitutes. It …
(AMETFs) and actively managed mutual funds (AMMFs) are complements or substitutes. It …
Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds
HF Baklaci, WIW Cheng, J Zhang - Asia-Pacific Financial Markets, 2023 - Springer
Recently, interest in socially responsible investing has grown, including new investment
vehicles such as environmental, social, and governance exchange-traded funds (ESG …
vehicles such as environmental, social, and governance exchange-traded funds (ESG …
Risk-adjusted performance of the largest active ETFs
This study examines the performance of the 10 largest active exchange-traded funds. Using
Jensen's alpha, 50% of the largest active ETFs underperform their passive benchmarks, for …
Jensen's alpha, 50% of the largest active ETFs underperform their passive benchmarks, for …
[PDF][PDF] " Do actively managed exchange-traded funds add value? A comparative performance analysis with passively managed ETFs and actively managed mutual …
T Noël, L Iania - Louvain School of Management, Université …, 2018 - dial.uclouvain.be
This Master's thesis examines the added value of active exchange-traded funds (ETFs) by
conducting a comparative analysis between passively managed ETFs and actively …
conducting a comparative analysis between passively managed ETFs and actively …
Active vs. Smart Beta ETFs: Two Sides of Active Management
R Kumar - The Journal of Index Investing, 2021 - pm-research.com
This article examines the characteristics and performance of active and smart beta equity
exchange traded funds (ETFs) listed in the United States since 2000. Using a sample of 95 …
exchange traded funds (ETFs) listed in the United States since 2000. Using a sample of 95 …
[PDF][PDF] Actively Managed ETFs: A Performance Evaluation
GG Rompotis - Capital Markets Review, 2022 - mfa.com.my
Research Question: The current study examines whether actively managed Exchange
Traded Funds (ETFs) in the United States can beat the market. The market timing skills of …
Traded Funds (ETFs) in the United States can beat the market. The market timing skills of …
[PDF][PDF] A comparative analysis of traditional and AI ETFs tracking the S&P 500 By
NM Ramodike - 2022 - ujcontent.uj.ac.za
The diversification and low-cost benefits of Exchange Traded Funds (ETF) have increased
their popularity among retail and institutional investors. Fund managers are investigating …
their popularity among retail and institutional investors. Fund managers are investigating …
Do active ETFs gain value over their passive counterparts
JET Pakkala - 2022 - osuva.uwasa.fi
The purpose of this study is to examine if active ETFs can outperform traditional passive
ETFs. This research is using a unique data set of five different ETF pairs from different time …
ETFs. This research is using a unique data set of five different ETF pairs from different time …
Performance of Actively Managed Exchange Traded Funds
X Li - 2022 - search.proquest.com
Investors who want access to active asset management can choose to invest in actively
managed exchange traded funds (AMETFs), actively managed non-transparent ETFs …
managed exchange traded funds (AMETFs), actively managed non-transparent ETFs …