The Effects of Portfolio Construction on the Performance of Style Factor ETFs or How to Build...

An empirical analysis of exchange-traded funds in the US

A Valadkhani, A Moradi-Motlagh - Economic Analysis and Policy, 2023 - Elsevier
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 …
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The Death of Active Management Has Been Greatly Exaggerated.

ENW Aw - Journal of Portfolio Management, 2023 - search.ebscohost.com
Over the past decade, the asset management industry witnessed a significant migration of
capital from active investment strategies into passive investment strategies. Undoubtedly …
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How Many Securities Should an Active Manager Hold?

ENW Aw, C Carroll, D Setola, H Xie… - The Journal of …, 2023 - pm-research.com
The Journal of Investing (JOI) is a scholarly journal for the financial services industry,
appealing to both the academic and practitioner audiences. The JOI offers practical analysis …
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The Death of Active Management Has Been Greatly Exaggerated:" To Unmask Falsehood and Bring Truth to Light"

ENW Aw - 2022 - search.proquest.com
Over the past decade, the asset management industry witnessed a significant migration of
capital from active investment strategies into passive investment strategies. For example, at …
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Construcción de un portafolio bajo optimización dinámica con análisis de stress de un fondo mutual del sector transporte

JH Mayorga Sánchez, YA Correa López - 2021 - repository.eafit.edu.co
El propósito de este trabajo es construir un portafolio con las acciones más líquidas de la
Bolsa de Valores de Colombia (BVC) utilizando la optimización dinámica y, así mismo, mirar …
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