Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]
"Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?"
written by Cesario Mateus, Yana Rahmani,
published by Journal of Mathematical Finance, Vol.7 No.4, 2017
has been cited by the following article(s):
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[1] PERFORMANCE AND TRACKING EFFICIENCY OF COMMODITY ETFS IN THE UK
Applied Finance Letters, 2024
[2] Replikeringsevnen til passive fond i det europeiske markedet: En analyse av replikeringsmetoder og ulike faktorers påvirkning på replikeringsevnen til indeks …
2023
[3] Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs
… of International Financial Markets, Institutions and …, 2023
[4] Empirische Analyse zu Exchange Traded Commodities auf Gold: Welchen Einfluss nimmt die Steuergesetzgebung auf das Anlegerverhalten?
Zeitschrift für Bankrecht und …, 2022
[5] Essays in Asset Management: Mutual Funds and Exchange-traded Funds
2021
[6] Does the Replication Method Matter? Comparing Tracking Performance during Market Turmoil
… during Market Turmoil (September 28, 2021), 2021
[7] The impact of exchange traded funds on the microstructure of their constituent shares: a South African case.
2020
[8] ETF 추적오차와 영향요인에 관한 연구: 기초자산 복제방식을 중심으로
경영과학, 2020
[9] The Tracking Efficiency of Physical and Synthetic Equity Index ETFs
2020
[10] The Basics of Exchange-Traded Funds
2020
[11] Exchange traded funds in Europe and the US: performance and tracking errors
2020
[12] Replikationsmethoden von Exchange Traded Funds. Kritische Betrachtung und Vergleich von Performance und Risiko
2020
[13] The impact of Exchange Traded Funds on the microstructure of their constituent shares: A South African case
2020
[14] Exchange-Traded Funds: Concepts and Contexts
2019
[15] Analysis of the Tracking Error of country specific German Exchange Traded Funds
2019
[16] Synthetic versus Physical Exchange Traded Funds. Spillover and Asymmetric-Volatility Effects
2018
[17] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
2018
[18] Determinantes del retorno de un ETF en el mercado de capitales peruano entre el periodo 2009-2019
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