Equity ETFs vs. Futures – Analysing Relative Performances</h6>

[PDF] Measuring the Relative Performance of ETFs by Qiao Han A

To examine the relative performance of ETFs compared to the Mutual Funds, this paper from a single sector of stock exchanges into commodity, bonds, futures and other to separate security analysis and market timing actions effectively

[PDF] Passive Insights

1 jan 2015 · In this paper we revisit the relative performances of ETFs and futures and We have performed a detailed analysis of the main equity indices

[PDF] The Performance of European Index Funds and Exchange - Robeco

taxation can result in a substantial drag on the performance of mutual funds * Blitz is at negative relation between fund returns and their expenses [see, e g , Elton, investments, for example when investing in U S equities (2004) analyze the competitiveness of the Finnish mutual fund market by analyzing the fund's

[PDF] A Quantitative Analysis of Managed Futures Strategies - CME Group

Managed Futures and Performance during Financial Market Dislocations 30 Benefits to relative to traditional investments and other alternatives is conducted there were over $13 billion in Assets in mutual funds and ETFs that followed long/short equity and equity market neutral hedge fund strategies, managed

[PDF] Conversations With the Buy-Side: Futures and ETFs - CME Group

S&P 500 returns via equity index futures versus exchange-traded funds (ETFs) typically preferred for their liquidity, pricing, and ease of trading, relative to the alternatives performance drag, transaction costs, tax efficiency, and leverage and equity index ETFs for this survey, but the analysis could be extended to cover

[PDF] Exchange Traded Funds (ETFs)

traditional investment vehicles such as mutual funds and index futures Because ETFs Second, we analyze the research that replication) or enter into derivative contracts delivering the performance of an index (synthetic replication), or combinations of securities and/or cash relative to the overall ETF portfolio In other

Do Exchange Traded Funds (ETFs) - GEE

Our main purpose is to analyze the performance of Portuguese ETF securities through To evaluate ETFs and index mutual funds' relative performance, Bello ( 2012) An avenue for future research might consider running multifactor models ,