Bibliography
Alexander, Gordon J., Gjergji Cici, and Scott Gibson. “Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds.” Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20 (1) (2007): 125-150.
Almgren, Robert, and Neal Chriss. “Optimal Execution of Portfolio Transactions.” Journal of Risk 3 (Winter 2000/2001): 5-39.
Amenc, Noël, and Véronique Le Sourd. “Rating Ratings: A Critical Analysis of Fund Rating Systems.” Journal of Performance Measurement 11/4 (2007): 42-57.
Amenc, Noël, Lionel Martellini, Jean-Christophe Meyfredi, and Ziemann Volker. “Performance of Passive Hedge Fund Replication Strategies.” (September 2009): www.edhec-risk.com/edhec_publications/all_publications/RISKReview.2008-09-23.0413/attachments/EDHEC%20Working%20Paper%20Passive%20Hedge%20Fund%20Replication.pdf.
Anand, Shefali. “Little Guys Were Market-Timing Funds, Too.” Wall Street Journal (August 25, 2006): C1; C9.
Arnott, Robert D., Jason Hsu, and Phillip Moore. “Fundamental Indexation.” Financial Analysts Journal (March/April 2005): 83-99.
Barclay, Michael J., Neal D. Pearson, and Michael S. Weisbach. “Open-End Mutual Funds and Capital Gains Taxes,” Journal of Financial Economics, (July 1998): 3-43.
Beck, Barbara. “A Slow-Burning Fuse.” The Economist (June 27, 2009): 3-16.
Bell, Heather. “Is Triple Leverage Too Much?” Exchange-Traded Funds Report (ETFR) 98 (January 2009): 3.
Bell, Heather. “Straight from the Source: John Prestbo.” ...
Get The Exchange-Traded Funds Manual, Second Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
