The Journal of Index Investing

Performance and Risk Analysis of Index-Based ESG Portfolios

Guido Giese, Linda-Eling Lee, Dimitris Melas et al. · 2019 · 39 citations

Business, Finance, Risk Management +17

Smart Beta 2.0

Noël Amenc, Felix Goltz · 2013 · 32 citations

Business, Finance, Risk Management +17

Liquidity and Price Discovery in Exchange-Traded Funds: <i>One of Several Possible Lessons from the Flash Crash</i>

Milan Borkovec, Ian Domowitz, Vitaly Serbin et al. · 2010 · 32 citations

Business, Economics, Finance +17

Strategic Allocation to Premiums in the Equity Market

David Blitz · 2012 · 32 citations

Business, Economics, Finance +17

Are VIX Futures ETPs Effective Hedges?

Geng Deng, Craig McCann, Olivia Wang · 2012 · 30 citations

Business, Finance, Financial Management +17