[BOOK][B] A comprehensive guide to exchange-traded funds (ETFs)
JM Hill, D Nadig, M Hougan - 2015 - books.google.com
Exchange-traded funds (ETFs) have become in their 25-year history one of the fastest growing
segments of the investment management business. These funds provide liquid access to …
segments of the investment management business. These funds provide liquid access to …
Finding alpha via covered index writing
JM Hill, V Balasubramanian, K Gregory… - Financial Analysts …, 2006 - Taylor & Francis
Covered S&P 500 Index call strategies have, on average, outperformed the S&P 500 Index
over the past 15+ years while realizing lower standard deviations of returns. This analysis …
over the past 15+ years while realizing lower standard deviations of returns. This analysis …
INTERREGIONAL ARBITAGE AND THE SUPPLY OF LOANABLE FUNDS.
CL Moore, JM Hill - Journal of Regional science, 1982 - search.ebscohost.com
INTERREGIONAL ARBITAGE AND THE SUPPLY OF LOANABLE FUNDS. Sign In Folder
Preferences Languages New Features! Help Exit New Search Publications Subject Terms …
Preferences Languages New Features! Help Exit New Search Publications Subject Terms …
The evolution and success of index strategies in ETFs
JM Hill - Financial Analysts Journal, 2016 - Taylor & Francis
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 …
based on exchange-traded funds (ETFs), I explain why and how ETFs are a significant …
Alpha as a net zero-sum game
JM Hill - Journal of Portfolio Management, 2006 - search.proquest.com
Must aggregate alpha gains by one set of investors equal those lost by another set (after
trading and research costs). In practice, the size of the alpha pie is not fixed. Investors' strategies…
trading and research costs). In practice, the size of the alpha pie is not fixed. Investors' strategies…
Equity trading, program trading, portfolio insurance, computer trading and all that
JM Hill, FJ Jones - Financial Analysts Journal, 1988 - Taylor & Francis
Stock index arbitrage involves buying (selling) futures contracts and selling (buying) the stocks
in the underlying index when futures are cheap (rich) relative to fair value. There is no net …
in the underlying index when futures are cheap (rich) relative to fair value. There is no net …
The impact of the banking system on regional analyses
CL Moore, GJ Karaska, JM Hill - Regional studies, 1985 - Taylor & Francis
Moore CL, Karaska GJ and Hill JM (1985) The impact of the banking system on regional
analyses, Reg. Studies 19, 29–35. This paper examines the role of the banking system and …
analyses, Reg. Studies 19, 29–35. This paper examines the role of the banking system and …
Insurance: Volatility risk and futures mispricing
JM Hill, A Jain, RA Wood Jr - Journal of Portfolio Management, 1988 - search.proquest.com
An attempt is made to derive a distribution of portfolio insurance costs encompassing both
normal and extreme conditions of volatility changes, transaction costs, and stock index futures …
normal and extreme conditions of volatility changes, transaction costs, and stock index futures …
Managing currency exposures in international portfolios
MJ Celebuski, JM Hill, JJ Kilgannon - Financial Analysts Journal, 1990 - Taylor & Francis
The Rationale for a Hedging Posture If currencies are treated as a separate asset class,
indicators of local market performance, including valuation and technical measures, can be …
indicators of local market performance, including valuation and technical measures, can be …
The different faces of volatility exposure in portfolio management
JM Hill - The Journal of Alternative Investments, 2013 - search.proquest.com
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 …
the merits of incorporating equity volatility exposure in portfolio management. The main …