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内部出版物
Wiley电子期刊(1)
SpringerLink电子期刊(12)
ProQuest学位论文(17)
Elsevier电子期刊(33)
在“
Elsevier电子期刊
”中,
命中:
33
条,耗时:0.0159867 秒
在所有数据库中总计命中:
63
条
1.
Discrete hierarchy of sizes and performances in the
exchange
-
traded
fund universe
作者:
B. Vandermarliere
a
;
b
;
benjamin.vandermarliere@ugent.be
;
J. Ryckebusch
b
;
Jan.Ryckebusch@UGent.be
;
K. Schoors
b
;
Koen.Schoors@UGent.be
;
P. Cauwels
c
;
pcauwels@ethz.ch
;
D. Sornette
c
;
dsornette@ethz.ch
关键词:
Econophysics
;
Exchange
-
traded
funds
(
ETFs
)
;
Probability density function of ETF sizes
;
Discrete scale invariance
;
ETF size layers and performance measures
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
2.
European
Exchange
Trading
Funds
Trading with Locally Weighted Support Vector Regression
作者:
Georgios Sermpinis
a
;
georgios.sermpinis@glasgow.ac.uk
;
Charalampos Stasinakis
a
;
charalampos.stasinakis@glasgow.ac.uk
;
Rafael Rosillo
b
;
rrosc@unileon.es
;
David de la Fuente
c
;
david@uniovi.es
关键词:
Locally Weighted Support Vector Regression
;
Support Vector Regression
;
Kernels
;
Trading
;
Exchange
Traded
Funds
刊名:European Journal of Operational Research
出版年:2017
3.
Actively managed mutual
funds
holding passive investments: What do ETF positions tell us about mutual fund ability?
作者:
D. Eli Sherrill
a
;
desherr@ilstu.edu
;
Sara E. Shirley
b
;
sshirley@rwu.edu
;
Jeffrey R. Stark
c
;
jeffrey.stark@bridgew.edu
关键词:
Mutual fund
;
Performance
;
Exchange
-
traded
fund
;
Portfolio management
刊名:Journal of Banking & Finance
出版年:2017
4.
Systematic limited arbitrage and the cross-section of stock returns: Evidence from
exchange
traded
funds
作者:
R. Jared DeLisle
a
;
1
;
jared.delisle@usu.edu" class="auth_mail" title="E-mail the corresponding author
;
Brian C. McTier
b
;
2
;
b.mctier@wsu.edu" class="auth_mail" title="E-mail the corresponding author
;
Adam R. Smedema
c
;
adam.smedema@uni.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Asset pricing
;
Factor model
;
Limits of arbitrage
;
Systematic
;
Risk
;
Arbitrage risk
刊名:Journal of Banking & Finance
出版年:2016
5.
Are there profit (returns) in Shariah-compliant
exchange
traded
funds
? The multiscale propensity
作者:
Faizal Farouk
mfaizalmfarouk@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Mansur Masih
;
mansurmasih@inceif.org" class="auth_mail" title="E-mail the corresponding author
关键词:
C22
;
C58
;
E44
;
G15
刊名:Research in International Business and Finance
出版年:2016
6.
Momentum strategies with stock index
exchange
-
traded
funds
作者:
Yiuman Tse
1
;
tseyi@umsl.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Momentum
;
Index
exchange
-
traded
funds
;
International and sector asset allocation
刊名:The North American Journal of Economics and Finance
出版年:2015
7.
An index-based measure of liquidity
作者:
George Chacko
a
;
Sanjiv Das
a
;
srdas@scu.edu" class="auth_mail" title="E-mail the corresponding author
;
Rong Fan
b
关键词:
G10
;
G12
刊名:Journal of Banking & Finance
出版年:2016
8.
ICT technologies and financial innovations: The case of
exchange
traded
funds
in Brazil, Japan, Mexico, South Korea and the United States
作者:
Ewa Lechman
eda@zie.pg.gda.pl" class="auth_mail" title="E-mail the corresponding author
Author Vitae
;
Adam Marszk
;
adam.marszk@zie.pg.gda.pl" class="auth_mail" title="E-mail the corresponding author
Author Vitae
关键词:
Emerging markets
;
ICT
;
ETFs
;
Financial innovations
刊名:Technological Forecasting & Social Change
出版年:2015
9.
The technological transformation of capital markets
作者:
Ivan Diaz-Rainey
a
;
ivan.diaz-rainey@otago.ac.nz" class="auth_mail" title="E-mail the corresponding author
;
Gbenga Ibikunle
b
;
Anne-Laure Mention
c
关键词:
Financial markets
;
Information technology
;
High frequency trading
;
Financialization
;
Electronic
exchange
s
;
Financial innovation
刊名:Technological Forecasting & Social Change
出版年:2015
10.
ETFs
Performance Europe - A Good Start or Not?
作者:
Simona Mihai Yiannaki
;
S.Mihai@euc.ac.cy" class="auth_mail" title="E-mail the corresponding author
关键词:
ETFs
;
Jensen's alpha
;
Modigliani measure M2
;
performance
;
risk adjusted performance
;
Tracking Error
刊名:Procedia Economics and Finance
出版年:2015
1
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