Index Futures: Do They Deliver Efficient Beta?
…, NR Da Conceicao, JL Edrosolan… - ETFs and …, 2012 - guides.pm-research.com
There are many choices for investment vehicles to gain index beta exposure.This study
compares the historical efficiency in delivering beta through exchange-traded funds (ETFs) and …
compares the historical efficiency in delivering beta through exchange-traded funds (ETFs) and …
[HTML][HTML] Application of diffusion models in the analysis of financial markets: Evidence on exchange traded funds in Europe
Exchange traded funds (ETFs) are financial innovations that may be considered as a part of
the index financial instruments category, together with stock index derivatives. The aim of …
the index financial instruments category, together with stock index derivatives. The aim of …