Exchange-traded funds and applications.
- KIDS Thematic Indices: Enabling Investors to Invest in Firms That Cater to ChildrenRama MalladiThe Journal of Index Investing October 2019, jii.2019.1.075; DOI: https://doi.org/10.3905/jii.2019.1.075
- Leveraged Investment Products: Monthly Rebalancing Boosts Performance, but Tail Risk LoomsMatthew S. CrouseThe Journal of Index Investing October 2019, jii.2019.1.074; DOI: https://doi.org/10.3905/jii.2019.1.074
- The “Superior Performance” of Covered Calls on the S&P 500: Rethinking an AnomalyRobert Brooks, Don Chance and Michael HemlerThe Journal of Derivatives October 2019, jod.2019.1.087; DOI: https://doi.org/10.3905/jod.2019.1.087
- Cryptocurrency and Blockchains: Retail to InstitutionalRand Low and Terry MarshThe Journal of Investing September 2019, joi.2019.1.102; DOI: https://doi.org/10.3905/joi.2019.1.102
- On the Existence of Stock Price Bubbles—The Smoking Gun—Discounts and Premiums on Closed-End Funds and ETFsRobert JarrowThe Journal of Portfolio Management August 2019, 45 (6) 133-138; DOI: https://doi.org/10.3905/jpm.2019.1.090
- Exchange Traded Funds as an International Diversification Tool for Socially Responsible InvestorsJavier Rodríguez and Herminio RomeroThe Journal of Wealth Management August 2019, jwm.2019.1.079; DOI: https://doi.org/10.3905/jwm.2019.1.079
- Examining Intraday ETF Liquidity: When Should Investors Trade?James J. Rowley, Charles J. Thomas and Ryan E. O’HanlonThe Journal of Index Investing March 2019, 9 (4) 6-17; DOI: https://doi.org/10.3905/jii.2019.9.4.006
- Performance and Risk Analysis of Index-Based ESG PortfoliosGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Index Investing March 2019, 9 (4) 46-57; DOI: https://doi.org/10.3905/jii.2019.9.4.046
- Portfolio Scoring by Expected Risk PremiumSteven P. Greiner and Stoyan V. StoyanovThe Journal of Portfolio Management March 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083
- Risk and Performance of Internationally Listed Real Estate ReturnsAlain Coën, Aurélie Desfleurs and Patrick LecomteThe Journal of Wealth Management January 2019, 21 (4) 106-121; DOI: https://doi.org/10.3905/jwm.2019.1.067
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (38)
- Factors, risk premia
- Factor-based models (85)
- Style investing (21)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (73)
- Portfolio construction (294)
- ESG investing (68)
- Manager selection (36)
- Other (39)
- Quantitative methods
- Statistical methods (257)
- Simulations (51)
- Quantitative methods (185)
- Risk management
- Tail risks (28)
- Risk management (151)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (35)
- Currency (32)
- Private equity (135)
- Long-term/retirement investing
- Wealth management (113)
- Retirement (173)
- Social security (19)
- Pension funds (27)
- Other (5)
- Performance measurement
- Performance measurement (345)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (131)
- Credit default swaps (27)
- Other (48)
- Mutual funds/passive investing/indexing
- Passive strategies (10)
- Other (97)