Exchange-traded funds (ETFs)
Coming of age
As Australia braces itself for a shift to a fee-for-service regime for financial advisers, low-cost, relatively transparent products such as exchange-traded funds look set to flourish. Wietske Blees reports
US Structurer
Structured Products Americas Awards 2010
Americas House of the Year
Structured Products Americas Awards 2010
Index Innovation
Structured Products Americas Awards 2010
A dynamic model for leveraged funds
Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…
Conference warns of rising complexity in leveraged ETFs
Investors searching for good value and transparency have flocked to exchange-traded funds. But this demand is now driving increasing complexity, and speakers at the first Art of Indexing Europe conference in Frankfurt warned of the pitfalls of messing…
Lookback
An irreverent take on the latest developments in structured products
BarCap launches nine commodity ETNs
Barclays Capital launched exchange-traded notes (ETNs) in Europe on Tuesday, listing 12 new ETNs on the London Stock Exchange (LSE), consisting of nine commodity exchange-traded products and three notes linked to volatility indexes for equities.
Experts predict wave of commodity spread ETFs
An influx of commodity-based exchange-traded funds (ETFs) could sweep the market, after Canadian investment firm Jovian Capital Corp’s ETF unit BetaPro Management launched the first ever commodity spread ETF this month, signalling the growing range of…
Deutsche Bank launches 11 China A-share ETFs in Hong Kong
New ETFs will track the performance of China’s CSI 300 Index
