Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Joanne M. Hill"'
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Beta Investment Strategies. 13:57-68
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::598785367007b93bdb2852cd1b3e4bb5
https://doi.org/10.3905/jbis.2022.13.1.057
https://doi.org/10.3905/jbis.2022.13.1.057
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Derivatives. 29:97-109
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6cf51663ddeb56b75aed16876fc5923b
https://doi.org/10.3905/jod.2022.1.152
https://doi.org/10.3905/jod.2022.1.152
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Index Investing. 10:7-15
The success of exchange-traded funds (ETFs) has been disruptive to the asset management business, driven by lower fees and the strong relative performance of index-based investment approaches along with their greater transparency and ease of access.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2790961a6e455b2236ce80c7d6de07f
https://doi.org/10.3905/jii.2019.10.1.007
https://doi.org/10.3905/jii.2019.10.1.007
Autor:
Joanne M. Hill
Publikováno v:
Financial Analysts Journal. 72:8-13
Taking issue with John Bogle’s description of how investors use index strategies that are based on exchange-traded funds (ETFs), I explain why and how ETFs are a significant innovation propelling further growth in indexing with respect to both tact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d620fdcdb24d7475a29c4b17ee13af86
https://doi.org/10.2469/faj.v72.n5.2
https://doi.org/10.2469/faj.v72.n5.2
Autor:
Martin S. Fridson, Theodore R. Aronson, Nelson Lacey, Bud Haslett, Thomas M. Idzorek, Ying L. Becker, Ronald N. Kahn, Donald R. Chambers, James X. Xiong, Joanne M. Hill, Paul D. Kaplan, Joachim Klement, Laurence B. Siegel, Paul Smith, Roger G. Ibbotson, Marc R. Reinganum, Michael Greis, Elke U. Weber, Mauro Costa Miranda, Momtchil Pojarliev, Keith H. Black
Publikováno v:
SSRN Electronic Journal.
[The Research Foundation Review 2018 summarizes the offerings from the CFA Institute Research Foundation over the past year—books, literature reviews, workshop presentations, and other relevant material.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e43f9d9b34b24a65c6b6edeb12b0e11a
https://doi.org/10.2139/ssrn.3469191
https://doi.org/10.2139/ssrn.3469191
Autor:
Joanne M. Hill
Publikováno v:
Practical Applications. 8:1.4-6
Practical Applications Summary In Active Indexing with ETFs: Disruption and Implications, from the Summer 2019 issue of The Journal of Index Investing, Joanne M. Hill of CboeVest discusses how exchange-traded funds (ETFs) have revolutionized the asse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c160b166792aa328dc27bdce09aa82b
https://doi.org/10.3905/pa.8.1.377
https://doi.org/10.3905/pa.8.1.377
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Alternative Investments. 15:9-31
This article analyzes the different forms and features of equity volatility exposure and reviews the merits of incorporating equity volatility exposure in portfolio management. The main goal is to show the diversification power of tradable equity vol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbfc2b3bcfcfd169afef1633b2449dff
https://doi.org/10.3905/jai.2012.15.3.009
https://doi.org/10.3905/jai.2012.15.3.009
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Derivatives. 20:14-18
Asked to comment on the lessons we have, or should have, learned from our recent experience with derivatives markets, Hill remarks that liquidity, transparency, and capacity (i.e., market depth) have always been important determinants of market perfo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb72fd9873f49fa37ae28bed0971415e
https://doi.org/10.3905/jod.2012.20.1.014
https://doi.org/10.3905/jod.2012.20.1.014
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Index Investing. 1:12-23
As the number of indexes and index-based investment products expands, it is critical for investors to understand relative index volatility. This article discusses the issues to consider when evaluating index risk and shares insights and data from the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a848dab69986a2bbd6722b583d434c6
https://doi.org/10.3905/jii.2010.1.1.012
https://doi.org/10.3905/jii.2010.1.1.012
Autor:
Joanne M. Hill
Publikováno v:
The Journal of Portfolio Management. 35:60-68
For decades, the standard deviation of investment returns and beta have been the dominant risk metrics and guideposts for building portfolios of risky assets, but these risk measures have provided little help in explaining the cross-asset and cross-m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da637fcd706f8ba5c5095e35863ee885
https://doi.org/10.3905/jpm.2009.35.4.060
https://doi.org/10.3905/jpm.2009.35.4.060