ETF Survey 2010

              The survey highlights the use of ETFs by institutional investors. The introduction of the survey presents dynamic risk budgeting techniques using ETFs. More…

ETF Survey 2009

              A previous version of the ETF survey 2010. More…

Constructing Absolute Return Funds with ETFs

        Constructing Absolute Return Funds with ETFs : A dynamic Risk-Budgeting Approach “This article develops an application of ETFs to the management of an absolute return fund. The use of dynamic core-satellite portfolio management makes it possible to construct absolute return funds using ETFs on stock and bond indices. As a result of the ease with which …

ETF Survey 2008

              A previous version of the ETF survey 2010. More …