RT Journal Article
SR Electronic
T1 Applying Quantitative Processes to Gain Efficient Exposure Using ETFs
JF ETFs and Indexing
FD Institutional Investor Journals
SP 108
OP 109
VO 2003
IS 1
A1 Josh Star
A1 Peter Tannenbaum
A1 Edward K. Tom
YR 2003
UL http://guides.pm-research.com/content/2003/1/108.abstract
AB In this article, we explore the analysis of the use of ETFs as a tool to get exposure. We study tracking error between ETF's and a supposed benchmark; and we realize that by incorporating the information implied by the options market, we can construct and apply more relevant hedges.