Synthetic Replication

Synthetic Replication is a method used in exchange-traded funds whereby the performance of a financial index is replicated through the use of derivatives and synthetic instruments rather than through direct investment in the underlying securities of the index.

18

Publications

900

Citations

56

Authors

27

Institutions

Publications per year

2017–2026

2

Variants

Swap-based Replication

Authors

56

  1. DP
    Douglas Philp

    University of St Andrews, United Kingdom

    3 publications · 229 citations

    3

    h-index

  2. HM
    Harry M. Kat

    City, University of London, United Kingdom

    2 publications · 90 citations

    2

    h-index

  3. JW
    Jan W. Sadownik

    University of St Andrews, United Kingdom

    2 publications · 192 citations

    2

    h-index

  4. MJ
    Maria J. Jezewska

    The University of Texas Medical Branch at Galveston, United States

    1 publications · 44 citations

    1

    h-index

  5. JL
    Jong‐Min Lee

    Yonsei University, South Korea

    1 publications · 79 citations

    1

    h-index

1–5 of 56

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 81 citations

    2

    h-index

  2. Chinese Science Bulletin

    1 publications · 72 citations

    1

    h-index

  3. DNA repair

    1 publications · 35 citations

    1

    h-index

  4. Journal of Applied Business Research (JABR)

    1 publications · 15 citations

    1

    h-index

  5. ˜The œjournal of wealth management

    1 publications · 19 citations

    1

    h-index

1–5