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Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

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Cited: 5

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Cites: 32

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Cocites: 39

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Coauthors: 0

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Citations received by this document

  1. Implicit leverage: Can accrued fees cause levered ETN returns?. (2023). Devault, Luke ; John, Alexander.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003197.

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  2. Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution. (2021). Rakowski, David ; Yamani, Ehab.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:64:y:2021:i:c:p:247-271.

    Full description at Econpapers || Download paper

  3. What drives the market for exchange-traded notes?. (2020). Rakowski, David ; Shirley, Sara.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302766.

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  4. ETF use among actively managed mutual fund portfolios. (2020). Shirley, Sara E ; Sherrill, Eli D ; Stark, Jeffrey R.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303593.

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  5. Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1763.

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References

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  39. Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E.
    In: Journal of Empirical Finance.
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    Full description at Econpapers || Download paper

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