Environmental, social, and governance (ESG) ETFs attract investors who are driven by their
personal values in investing, but also by investors who believe that ESG investing will …

Since their inception in 2002, exchange-traded funds (ETFs) in India have made significant
progress. The lacklustre record of active investing and the dual benefits of low-cost …

The decades of 1990s and 2000s in Japan are periods of economic stagnation and price
deflation or the 'lost 20'. Stock market has been anemic while the bond market has …

The present study attempts to examine the tracking ability of Indian equity exchange traded
funds (ETFs) across the bearish and bullish market regimes. Also, ETFs' sensitivity to their …

This study evaluates the performance of energy exchange-traded funds (EETFs) from
January 2000 to August 2022. We find that the average monthly returns of EETFs have …

A common way to incorporate discontinuities in asset returns is to add a Poisson process to
a Brownian motion. The jump-diffusion process provides probability distributions that …

In this study, we evaluated the absolute and risk-adjusted performance of tactical allocation
mutual funds and benchmarked them to various benchmark indexes from January 1994 to …

European equities have a large weight in the developed and total world stock markets.
Consequently, European equity markets play an extremely important role for investors …

The paper builds, in the first part, a benchmark index based on the optimal mix of indices for
the global asset classes of equity, fixed-income securities, real estate, commodities, and …

This paper looks at the performance of Hedge Funds (HFs) in Asia Pacific using survivorship
bias free Eurkahedge HF Index from January 2000 to October 2018 and compares them to …