Passive investments such as exchange-traded funds (ETFs) provide an opportunity to invest
in indexes, asset classes, and sectors with low maintenance costs and high transparency …

Abstract This paper uses Exchange Traded Funds (ETFs) instead of risk factors as
benchmarks to examine active mutual fund performance distribution. While transaction costs …

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

This paper uses a comprehensive set of predictor variables from the five largest Eurozone
countries to compare the performance of simple univariate and machine learning-based …

The buy and hold stock market strategy, which gained tremendous popularity in the 1970s,
may no longer be such a profitable method for accumulating wealth for the average investor …

Alternative data (alt-data) is becoming an increasingly powerful tool that investors can use to
incorporate sustainability considerations–eg, environmental, social, and governance (ESG) …

Growing acceptance of passive bond exchange traded funds (ETFs) and actively managed
bond mutual funds has exposed the need to find a divide between these two comparatively …

Deep Learning (DL) has gained momentum in recent years due to its incredible
generalisation performance achieved across many learning tasks. Nevertheless …

Using more than two decades of disaggregated return data, we provide a comprehensive
study of the investment benefits offered by food futures. In addition to comparing them to …

O VER the past decade, exchange traded funds (ETFs) have surged in both popularity'and
variety, 2 fueled by an array of diverse and compelling demand factors. 3 Yet despite their …