The active world of passive investing
We investigate the new reality of exchange-traded funds (ETFs). We show that most ETFs
are active investments in form (designed to generate alpha) or function (serve as building …
are active investments in form (designed to generate alpha) or function (serve as building …
151 Trading Strategies
Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …
trading strategies across a host of asset classes (and trading styles). This includes stocks …
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 …
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] Cross-listing in the European ETP market
S Alderighi - Economics Bulletin, 2020 - accessecon.com
The European ETP market is the second largest in the world and presents a unique
structure, characterised by high levels of cross-listings across multiple jurisdictions. This …
structure, characterised by high levels of cross-listings across multiple jurisdictions. This …
[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 …
Indexfonds in der Corporate Governance: Mitwirkung in börsennotierten Aktiengesellschaften
MA Winterhalder - Indexfonds in der Corporate Governance, 2022 - torrossa.com
Vorwort Vorwort Diese Arbeit wurde im Herbsttrimester 2021 an der Bucerius Law School
als Dissertation angenommen. Die mündliche Prüfung fand am 13.10. 2021 statt. Die …
als Dissertation angenommen. Die mündliche Prüfung fand am 13.10. 2021 statt. Die …
Genetic Algorithm-Based Portfolio Optimisation Strategy for Passive Funds: Evidence from India
The recent boom in product innovations and technology assisted investment management
strategies are strengthening the case for activeness in passive funds wherein either the …
strategies are strengthening the case for activeness in passive funds wherein either the …
[PDF][PDF] Louvain School of Management
T Noël, L Iania - 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 …
Tuottovertailu passiivisten pörssinoteerattujen rahastojen ja aktiivisten sijoitusrahastojen välillä Suomessa ja Ruotsissa vuosina 2010–2018
A Käyhkö - 2022 - lutpub.lut.fi
Tässä tutkielmassa selvitetään, miten passiiviset pörssinoteeratut rahastot ja aktiiviset
sijoitusrahastot ovat suoriutuneet 2010–2018 välisenä aikana. Vertailu tapahtuu Suomen ja …
sijoitusrahastot ovat suoriutuneet 2010–2018 välisenä aikana. Vertailu tapahtuu Suomen ja …