With the development of financial markets, there is also immediate expansion of fund
industry, which is a representative issue of collective investment. The purpose of index funds …

The fast-growing development of ETFs provides new opportunities for portfolio
management. We have realized portfolio optimization procedures for traditional and …

Assuming a non-satiable risk-averse investor, the standard approach to portfolio selection
suggests discarding of all inefficient investment in terms of mean return and its standard …

This study intends to find out whether there is a statistically significant difference between"
the effective return of US small/mid cap blend BRI EXTF" and" the return of other US …

In this manuscript, we introduce asset allocation and portfolio selection techniques based on
efficiency condition, Sharpe ratio error condition and order three zero opportunity condition …

En esta tesis se estudian carteras de inversión compuestas únicamente por fondos de
inversión cotizados (ETF), los que utilizan un activo índice como benchmark y buscan …

This dissertation research study was designed to contribute to the growing body of
knowledge regarding the efficacy of a recently popular investment vehicle (ETFs; Ben-David …

The launch of innovative schemes in India has happened very slowly due to the investment
perspective of the people and non-availability of infrastructure to promote the schemes. Risk …

This paper analyses the impact, transmission mechanism and implications of US-traded
iShares country exchange-traded funds for the return volatility of the underlying stocks …

In the framework of a growing importance for complementary pension plans, that could be
able to integrate Social Security plans, Defined Benefit appears to be the most balanced …