This study assesses the tracking performance of several futures-backed commodity
exchange-traded funds (ETFs), single commodity exchange-traded notes (ETNs), and …

As the global ETF market continues to grow, the significance of understanding replication
strategies has become increasingly apparent. This study examines the compensation of …

Mechanical positive-feedback rebalancing of Leveraged and Inverse Exchange Traded
Funds (LETFs) resembles the portfolio insurance strategies, which contributed to the stock …

This paper evaluates the performance of 110 exchange-traded funds (ETFs) in the US by
adopting a frontier directional distance model, assigning different weights to three measures …

This study extensively analyses a recently popularized asset class, exchange-traded
commodities (ETCs). We demonstrate that the tracking error of ETCs is dependent on the …

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 …

Exchange traded funds (ETFs) have emerged as a new investment vehicle in the mutual
fund industry providing investors with the ability to trade the entire market through a single …

Abstract Exchange Traded Funds (ETF's) are one of the beloved passively managed funds
that offer both retail and institutional investors an access to highly profitable and wide-range …

Under the premises that the US Exchange Traded Funds (ETFs) hold over 70% of the ETFs'
World market, it seems that the European ones have been either under-researched or less …

ETFS – performance, tracking errors and their determinants in Europe and the USA Page 1
Risk Governance & Control: Financial Markets & Institutions / Volume 9, Issue 4, 2019 67 ETFS …