Results 201 to 210 of about 2,043 (256)

Digital assets: risks, regulations, mitigation. [PDF]

open access: yesFinanc Innov
Teng HW   +30 more
europepmc   +1 more source

The Performance of Exchange-Traded Funds

SSRN Electronic Journal, 2019
Exchange-traded funds (ETFs) are commonly regarded as an efficient, low-cost alternative to actively managed mutual funds, yet their perceived superiority is largely anecdotal. This article evaluates the performance of a comprehensive, survivorship-bias-free sample of US equity ETFs following the approach that has been commonly used to evaluate the ...
Blitz, David, Vidojevic, Milan
openaire   +2 more sources

Anomaly Detection in Exchange Traded Funds

2020 IEEE International Conference on Big Data (Big Data), 2020
Detecting anomalous returns in Exchange Traded Fund(ETF) constituents helps us maintain industry sector exposure while at the same time tuning sector ETF holdings by augmenting portfolio with dollar neutral and sector neutral trades. We demonstrate how Robust Principal Component Analysis (RPCA) can be used to tease out observed ETF constituent returns ...
Nitish Bahadur, Randy C. Paffenroth
openaire   +1 more source

Exchange-Traded Funds

Annual Review of Financial Economics, 2017
Over nearly a quarter of a century, exchange-traded funds (ETFs) have become one of the most popular passive investment vehicles among retail and professional investors because of their low transaction costs and high liquidity. By the end of 2016, the market share of ETFs exceeded 10% of the total market capitalization traded on US exchanges ...
Ben-David, Itzhak   +2 more
openaire   +2 more sources

Exchange-Traded Funds

The Journal of Portfolio Management, 2001
The phenomenal growth of exchange–traded funds (ETFs) is a frequent topic in the financial press. These funds, with assets more than doubling each year since 1995, have been warmly embraced by most advocates of low–cost index funds. Vanguard, the leading advocate of index funds, has announced plans to add exchange–traded share classes to a number of ...
openaire   +1 more source

Exchange-Traded Funds

2013
AbstractThis chapter discusses exchange traded funds (ETFs), which are one of the most successful financial innovations of the last two decades. A brief historical analysis of the evolution in ETF market is provided. Next, the unique characteristics and benefits, which made ETFs proliferate among investors worldwide, are discussed.
openaire   +2 more sources

Exchange-traded Funds [PDF]

open access: possible, 2011
The exchange-traded fund (ETF) industry has grown strongly in a relatively short period of time, with the industry attracting greater attention as it grows in size. The original appeal to investors of these products was their simplicity, low-cost diversification benefits and ability to trade intraday. While this is still broadly the case, the evolution
Mitch Kosev, Thomas Williams
openaire  

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