Actively Managed ETFs: A Performance Evaluation
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References listed on IDEAS
- Fama, Eugene F. & French, Kenneth R., 2015. "A five-factor asset pricing model," Journal of Financial Economics, Elsevier, vol. 116(1), pages 1-22.
- Gerasimos G. Rompotis, 2020. "Actively versus passively managed equity ETFs: new empirical insights," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 11(1), pages 95-135.
- Carhart, Mark M, 1997. "On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Jagannathan, Ravi & Korajczyk, Robert A, 1986. "Assessing the Market Timing Performance of Managed Portfolios," The Journal of Business, University of Chicago Press, vol. 59(2), pages 217-235, April.
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More about this item
Keywords
ETFs; active management; performance; market timing.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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