This study examines the tracking performance of 31 eurozone sovereign debt exchange
traded index funds (ETFs) during 2007–2010. The tracking performance is assessed by four …

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 …

This study considers the problem of indexing fixed-income portfolios to the ANBIMA Market
Index–Series B (IMA-B), composed of Brazilian National Treasury Notes–Series B (NTN-Bs) …

This article considers the use of Exchange-Traded Funds (ETFs) for indexing the portfolios
of pension funds in Brazil. A methodology is proposed to allow the portfolio managers to …

The purpose of this research is to study of the spillover, asymmetric-volatility and leverage
effects of financial exchange traded funds. This paper used the Generalized Autoregressive …

Kęstutis Sova Magistro baigiamasis darbas Page 1 1 VYTAUTO DIDŢIOJO UNIVERSITETAS
EKONOMIKOS IR VADYBOS FAKULTETAS FINANSŲ KATEDRA Kęstutis Sova INVESTICINIO …

Este estudo considera o problema da indexação de carteiras de renda fixa ao Índice de
Mercado ANBIMA–Série B (IMA-B) utilizando Notas do Tesouro Nacional–Série B (NTN-B) …

The author designed and analyzed investment strategies of constructing the FTSE-100
index funds with derivative instruments (futures and options respectively) as the return …

Abstract [eng] In master's work it is seeking to create the estimation model of relationship
between US macroeconomic indicators and exchange-traded stock funds return, which …