Exchange-traded funds and applications.
- The Tracking Efficiency of Physical and Synthetic Equity Index ETFsDaniel Broby and Oliver SpenceThe Journal of Index Investing November 2020, 11 (3) 34-47; DOI: https://doi.org/10.3905/jii.2020.1.097
- Pricing and Liquidity of Fixed Income ETFs in the Covid-19 Virus Crisis of 2020Stephen Laipply and Ananth MadhavanThe Journal of Index Investing November 2020, 11 (3) 7-19; DOI: https://doi.org/10.3905/jii.2020.1.096
- Examining Intraday Fixed Income ETF Liquidity: Is it More Expensive Near the Open?James J. Rowley, Haifeng Wang and Eric L. WhiteThe Journal of Index Investing November 2020, 11 (3) 21-33; DOI: https://doi.org/10.3905/jii.2020.11.3.021
- The Performance of Exchange-Traded FundsDavid Blitz and Milan VidojevicThe Journal of Alternative Investments December 2020, jai.2020.1.116; DOI: https://doi.org/10.3905/jai.2020.1.116
- Low-Risk Benchmarking Transcends Rebalancing MethodsGregory N. Hight and Joseph D. HaleyThe Journal of Investing November 2020, joi.2020.1.159; DOI: https://doi.org/10.3905/joi.2020.1.159
- Deep Learning for Portfolio OptimizationZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science October 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042
- Style Drift among Value and Growth FundsGlenn Tanner, William T. Chittenden and Janet D. PayneThe Journal of Investing September 2020, 29 (6) 51-60; DOI: https://doi.org/10.3905/joi.2020.1.142
- Active Sector Funds and Fund Manager SkillHuangyu Chen and Dirk HackbarthThe Journal of Portfolio Management August 2020, 46 (8) 64-85; DOI: https://doi.org/10.3905/jpm.2020.1.172
- Risk and Return Characteristics of Environmental, Social, and Governance (ESG) Equity ETFsSrinidhi KanuriThe Journal of Index Investing August 2020, 11 (2) 66-75; DOI: https://doi.org/10.3905/jii.2020.1.092
- Frontier Markets: Understanding the RisksA. Seddik MezianiThe Journal of Index Investing August 2020, 11 (2) 43-56; DOI: https://doi.org/10.3905/jii.2020.1.091
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