Exchange-traded funds and applications.
- 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
- Active vs. Smart Beta ETFs: Two Sides of Active ManagementRajnish KumarThe Journal of Index Investing February 2021, jii.2021.1.101; DOI: https://doi.org/10.3905/jii.2021.1.101
- Replicating Maximum Yield Annuities with US Treasury FundsJoseph R. PrendergastThe Journal of Fixed Income February 2021, jfi.2021.1.109; DOI: https://doi.org/10.3905/jfi.2021.1.109
- Static Indexing Beats Tactical Asset AllocationJoseph E. McCarthy and Edward TowerThe Journal of Index Investing February 2021, jii.2021.1.100; DOI: https://doi.org/10.3905/jii.2021.1.100
- Are Exchange-Traded Notes Predictable? An Empirical Investigation of Commodity ETNsSelma IzadiThe Journal of Investing February 2021, joi.2021.1.167; DOI: https://doi.org/10.3905/joi.2021.1.167
- The Next Generation ETF Student-Managed Investment ProgramRobert C. Dolan, Jerry L. Stevens and Collin R. ZuckerThe Journal of Trading December 2017, 13 (1) 7-16; DOI: https://doi.org/10.3905/jot.2018.13.1.007
- Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading October 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062
- Passive Sustainable Funds: The Global LandscapeHortense Bioy and Kenneth LamontThe Journal of Index Investing November 2018, 9 (3) 4-17; DOI: https://doi.org/10.3905/jii.2018.1.063
- Financial ETNs and Certificates on Nordic Power ContractsTarjei KristiansenThe Journal of Index Investing November 2018, 9 (3) 24-36; DOI: https://doi.org/10.3905/jii.2018.9.3.024
- Curve-Fitting Method for Implied VolatilityDesheng Wu and Tianxiang LiuThe Journal of Derivatives November 2018, 26 (2) 19-37; DOI: https://doi.org/10.3905/jod.2018.26.2.019
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