151 Trading Strategies

Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
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 …

Actively versus passively managed equity ETFs: new empirical insights

GG Rompotis - … Journal of Banking, Accounting and Finance, 2020 - inderscienceonline.com
This study employs a sample of 37 active and passive ETF pairs, which invest in common
stocks, to assess their performance and risk up to December 31, 2016. Several return …

Actively managed ETFs vs actively managed mutual funds

DE Sherrill, K Upton - Managerial Finance, 2018 - emerald.com
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 …

Risk-adjusted performance of the largest active ETFs

KL Beck, J Chong, GM Phillips - The Journal of Wealth …, 2017 - search.proquest.com
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 …

Active vs. Smart Beta ETFs: Two Sides of Active Management

R Kumar - The Journal of Index Investing, 2021 - pm-research.com
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 …

[PDF][PDF] Actively Managed ETFs: A Performance Evaluation

GG Rompotis - Capital Markets Review, 2022 - mfa.com.my
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 …

Why your smart beta portfolio might not work

Y Lee, WC Kim - … Journal of Financial Engineering and Risk …, 2018 - inderscienceonline.com
Smart beta, which accounts for rule-based factor-tilting strategies that fall between active
and passive investment, has emerged as an alternative to active investment after its major …

Exchange traded funds in Europe and the US: performance and tracking errors

G Tsalikis - 2020 - dspace.lib.uom.gr
Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …

Do active ETFs gain value over their passive counterparts

JET Pakkala - 2022 - osuva.uwasa.fi
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 …

Performance of Actively Managed Exchange Traded Funds

X Li - 2022 - search.proquest.com
Investors who want access to active asset management can choose to invest in actively
managed exchange traded funds (AMETFs), actively managed non-transparent ETFs …