Exchange-traded funds and applications.
- Machine Learning for Active Portfolio ManagementSöhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad MotahariThe Journal of Financial Data Science July 2021, 3 (3) 9-30; DOI: https://doi.org/10.3905/jfds.2021.1.071
- Yield to CommissionChristopher WhalenThe Journal of Structured Finance July 2008, 14 (2) 8-15; DOI: https://doi.org/10.3905/jsf.2008.709950
- Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading StrategyAlexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo ZhangThe Journal of Financial Data Science January 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science January 2021, 3 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.1.001
- 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
- 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
- Private Equity Real Estate Fund Performance: A Comparison to REITs and Open-End Core FundsThomas R. Arnold, David C. Ling and Andy NaranjoThe Journal of Portfolio Management July 2021, jpm.2021.1.276; DOI: https://doi.org/10.3905/jpm.2021.1.276
- A Key Rate Approach to Replicating Annuities with US Treasury FundsJoseph R. PrendergastThe Journal of Fixed Income June 2021, 31 (1) 65-79; DOI: https://doi.org/10.3905/jfi.2021.1.115
- Active vs. Smart Beta ETFs: Two Sides of Active ManagementRajnish KumarThe Journal of Index Investing May 2021, 11-12 (4-1) 25-40; DOI: https://doi.org/10.3905/jii.2021.1.101
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