Comparative Analysis of the Performance between Smart ßETA Strategies with Active and Passive Managed ETF; To What Extent They Outperform Overall? An Empirical Study of the Performance Based on a Statistical Analysis of Historical Data between Multi-Asset Smart ßeta, Active and Passive ETF-Reference-Cited by-同舟云学术

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Comparative Analysis of the Performance between Smart ßETA Strategies with Active and Passive Managed ETF; To What Extent They Outperform Overall? An Empirical Study of the Performance Based on a Statistical Analysis of Historical Data between Multi-Asset Smart ßeta, Active and Passive ETF

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Louraoui Youssef,Longin François,Makram Belallah

Publisher

Elsevier BV

Reference70 articles.

1. Analyse du marche?Smartmarche?Smart Beta, de la performance et de la persistance de la performance des strate?giesstrate?gies Equal Weight et Fundamental. Louvain School of Management;Valentin Puissant;Gre?goireGre?goire, Philippe,2019

2. Portfolio Selection;H Markowitz;The Journal of Finance,1952

3. Active ETFs and their performance relative to passive ETFs, mutual funds, and hedge funds;P Schizas;The Journal of Wealth Management,2014

4. An Update on the Performance of Actively Managed ETFs;S Dolvin;The Journal of Index Investing Spring,2014

5. A Performance Evaluation of the Canadian Actively Managed ETFs;G G Rompotis;The Journal of Index Investing,2015

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