The Resource Beyond the future : ETFs as financial instruments

Beyond the future : ETFs as financial instruments

Label
Beyond the future : ETFs as financial instruments
Title
Beyond the future : ETFs as financial instruments
Creator
Subject
Language
eng
Summary
For index Futures, a persistent richness of the Futures roll versus its fair value has been observed across several contracts over the last 12 to 15 months - particularly towards year-end. This article covers the drivers behind this and presents a framework to assess the performance drag which might be experienced versus the benchmark by a fully funded investor choosing to track an index with a Futures contract rather than with an exchange-traded fund (ETF)
Citation source
In: Derivatives and financial instruments. - Amsterdam. - Vol. 17 (2015),
http://library.link/vocab/creatorName
  • Marchioni, U
  • McNaught, C
Geographic coverage
International
Language note
English
http://library.link/vocab/subjectName
  • investment fund
  • financial instrument
  • futures contract
Label
Beyond the future : ETFs as financial instruments
Instantiates
Publication
Label
Beyond the future : ETFs as financial instruments
Publication

Library Locations

    • IBFD Library AmsterdamBorrow it
      Rietlandpark 301, Amsterdam, 1019 DW, NL
      52.37366609999999 4.9336932
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