Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2023-08-31 DOI:10.1080/0015198x.2023.2240280

Kenechukwu Anadu, John-Clark Levin, Victoria Liu, N. Tanner, Antoine Malfroy-Camine, Sean Baker

引用次数: 1

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波动定价校准：使用ETF推断共同基金的波动因素

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.