Exchange-traded funds and applications.
- Do You Know What’s in Your Benchmark?Steven Crawford, James Hansen and Richard PriceThe Journal of Portfolio Management April 2013, 39 (3) 136-147; DOI: https://doi.org/10.3905/jpm.2013.39.3.136
- Practical Applications of Active Indexing with ETFs: Disruption and ImplicationsJoanne M. HillPractical Applications July 2020, 8 (1) 1-6; DOI: https://doi.org/10.3905/pa.8.1.377
- S&P 500 ETFs and Index Funds: Are Fees All There Is to It?James Chong, M. Monica Hussein and G. Michael PhillipsThe Journal of Wealth Management July 2011, 14 (2) 59-67; DOI: https://doi.org/10.3905/jwm.2011.14.2.059
- Select Sector SPDRs and the S&P 500: Is the Sum of the Parts Greater than the Whole?Ray R. SturmThe Journal of Wealth Management April 2010, 13 (1) 62-74; DOI: https://doi.org/10.3905/JWM.2010.13.1.062
- The (Under) Performance of Hedge Fund ETFsCharles Favreau, Hayden Kane and Austin SheltonThe Journal of Alternative Investments January 2020, 22 (4) 120-143; DOI: https://doi.org/10.3905/jai.2020.1.090
- The European ETF Market: Growth, Trends, and Impact on Underlying InstrumentsVéronique Le Sourd and Shahyar SafaeeThe Journal of Portfolio Management June 2021, 47 (7) 95-111; DOI: https://doi.org/10.3905/jpm.2021.1.252
- Overnight Return Momentum: Evidence from European MarketsArik Ben Dor and Xiaming ZengThe Journal of Portfolio Management June 2021, 47 (7) 46-62; DOI: https://doi.org/10.3905/jpm.2021.1.247
- Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank CorrelationSteve Q. Xia and Joseph SimonianThe Journal of Portfolio Management February 2021, 47 (4) 135-144; DOI: https://doi.org/10.3905/jpm.2021.1.208
- Implied Mortality for the Firm: The Market Tells the TailMaggie Copeland, Thomas Copeland and Koda SongThe Journal of Portfolio Management January 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199
- Harvesting Macroeconomic Risk PremiaKyriakos Chousakos and Daniel GiamouridisThe Journal of Portfolio Management May 2020, 46 (6) 93-109; DOI: https://doi.org/10.3905/jpm.2020.1.149
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