European bond ETFs: Tracking errors and the sovereign debt crisis
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 …
traded index funds (ETFs) during 2007–2010. The tracking performance is assessed by four …
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 …
Indexation of fixed-income portfolios to the IMA-B
ER Carvalhais, AMD Júnior - Brazilian Business Review, 2015 - bbronline.com.br
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) …
Index–Series B (IMA-B), composed of Brazilian National Treasury Notes–Series B (NTN-Bs) …
Indexação de fundos de pensão com fundos de índice
MARB Sanfins, AMD Júnior - Brazilian Review of Finance, 2014 - bibliotecadigital.fgv.br
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 …
of pension funds in Brazil. A methodology is proposed to allow the portfolio managers to …
[PDF][PDF] The Study of the Spillover, Asymmetric-Volatility and Leverage Effects of Financial Exchange Traded Funds
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 …
effects of financial exchange traded funds. This paper used the Generalized Autoregressive …
[PDF][PDF] Magistro baigiamasis darbas
K Sova - vdu.lt
Kęstutis Sova Magistro baigiamasis darbas Page 1 1 VYTAUTO DIDŢIOJO UNIVERSITETAS
EKONOMIKOS IR VADYBOS FAKULTETAS FINANSŲ KATEDRA Kęstutis Sova INVESTICINIO …
EKONOMIKOS IR VADYBOS FAKULTETAS FINANSŲ KATEDRA Kęstutis Sova INVESTICINIO …
[PDF][PDF] Indexação de Carteiras de Renda Fixa ao IMA-B
ER Carvalhais, AMD Júnior - Brazilian Business Review, 2015 - core.ac.uk
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) …
Mercado ANBIMA–Série B (IMA-B) utilizando Notas do Tesouro Nacional–Série B (NTN-B) …
Investment Strategies of Constructing FTSE 100 IndexFunds with Exchange-Traded Derivative Instruments
SE Starnawska - The Journal of Index Investing, 2010 - pm-research.com
The author designed and analyzed investment strategies of constructing the FTSE-100
index funds with derivative instruments (futures and options respectively) as the return …
index funds with derivative instruments (futures and options respectively) as the return …
[PDF][PDF] JAV makroekonominių rodiklių poveikio biržoje prekiaujamų akcijų fondų grąžai vertinimas
M Lidytė - 2015 - epublications.vu.lt
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 …
between US macroeconomic indicators and exchange-traded stock funds return, which …
[CITATION][C] Investicinio portfelio diversifikavimo strategijų, naudojant biržoje prekiaujamus fondus, tyrimas ekonomikos nuosmukio sąlygomis
K Sova - 2011