Performance of smart beta ETFs in the U.S. market: 2009–2019
Purpose: This paper empirically analyses the performance of smart beta exchange traded funds (ETFs) through the absolute return, relative return, and risk-adjusted return over the decade from 2009 to 2019.Methodology: Using a sample of smart beta ETFs in the U.S. stock market, we examine the compone...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2022
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7074 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8073/viewcontent/249218613_PERFORMANCE_OF_SMART_BETA_ETFS.pdf |
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| Institution: | Singapore Management University |
| Language: | English |