We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

Purpose The purpose of this paper is to study if actively managed exchange-traded funds
(AMETFs) and actively managed mutual funds (AMMFs) are complements or substitutes. It …

Many asset managers and assets owners worldwide are seeking the (mix of) investment
strategies that will be optimal for their portfolios and customers or beneficiaries to follow …

This article offers new insights on the merits and the pitfalls of active portfolio management.
The Canadian market of actively managed ETFs is the subject of this study. A sample of 22 …

This study examines the performance of the 10 largest active exchange-traded funds. Using
Jensen's alpha, 50% of the largest active ETFs underperform their passive benchmarks, for …

This article examines the characteristics and performance of active and smart beta equity
exchange traded funds (ETFs) listed in the United States since 2000. Using a sample of 95 …

Research Question: The current study examines whether actively managed Exchange
Traded Funds (ETFs) in the United States can beat the market. The market timing skills of …

The purpose of this study is to examine if active ETFs can outperform traditional passive
ETFs. This research is using a unique data set of five different ETF pairs from different time …

Actively managed ETFs are new but fast-growing products in the financial markets. We
examine whether they employ active management and deliver better risk-adjusted returns to …

The expense ratio price of US equity market exposure is close to zero with funds such as the
Vanguard Total Stock Market Index (ticker: VTSAX), which charges an expense ratio of just 5 …