Mutual Funds / Passive Investing / Indexing

Mimicking Portfolios
Richard Roll and Akshay Srivastava
The Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI: https://doi.org/10.3905/jpm.2018.44.5.021

The Impact of Flows into Exchange-Traded Funds: Volumes and Correlations
Ananth Madhavan and Daniel Morillo
The Journal of Portfolio Management Summer 2018, 44 (7) 96-107; DOI: https://doi.org/10.3905/jpm.2018.44.7.096

Leveraged ETFs: Are You Prepared for the Volatility Jumps? Global Perspectives on the Short-Term versus Longer-Term Risk Profiles
Linda H. Zhang
The Journal of Index Investing Summer 2018, 9 (1) 19-35; DOI: https://doi.org/10.3905/jii.2018.9.1.019

Trading the VIX Futures Roll Using Exchange-Traded Funds
David L. Buehler and Patrick J. Cusatis
The Journal of Trading Spring 2018, 13 (2) 47-56; DOI: https://doi.org/10.3905/jot.2018.13.2.047

The Impact on Stock Returns of Crowding by Mutual Funds
Ligang Zhong, Xiaoya (Sara) Ding and Nicholas S.P. Tay
The Journal of Portfolio Management Summer 2017, 43 (4) 87-99; DOI: https://doi.org/10.3905/jpm.2017.43.4.087

Bond ETF Arbitrage Strategies and Daily Cash Flow
Jon A. Fulkerson, Susan D. Jordan and Denver H. Travis
The Journal of Fixed Income Summer 2017, 27 (1) 49-65; DOI: https://doi.org/10.3905/jfi.2017.27.1.049

David and Goliath: Who Wins the Quantitative Battle?
John C. Bogle
The Journal of Portfolio Management Fall 2016, 43 (1) 127-137; DOI: https://doi.org/10.3905/jpm.2016.43.1.127

Risk-Adjusted Performance of the Largest Active ETFs
Kristine L. Beck, James Chong and G. Michael Phillips
The Journal of Wealth Management Winter 2017, 20 (3) 52-63; DOI: https://doi.org/10.3905/jwm.2017.20.3.052

Mutual Fund Negative General Effects on Shareholder Performance
John A. Haslem
The Journal of Wealth Management Summer 2018, 21 (1) 51-56; DOI: https://doi.org/10.3905/jwm.2018.21.1.051

Adaptation of the S&P 500 Index Effect
Chan Wung Kim, Xiao Li and Timothy T. Perry
The Journal of Index Investing Summer 2017, 8 (1) 29-36; DOI: https://doi.org/10.3905/jii.2017.8.1.029

Equity ETFs versus Index Futures: A Comparison for Fully Funded Investors
Ananth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan Du
The Journal of Index Investing Fall 2015, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066

ETFs, High-Frequency Trading, and Flash Crashes
Irene Aldridge
The Journal of Portfolio Management Fall 2016, 43 (1) 17-28; DOI: https://doi.org/10.3905/jpm.2016.43.1.017

Robustness of Smart Beta Strategies
Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian and Ashish Lodh
The Journal of Index Investing Summer 2015, 6 (1) 17-38; DOI: https://doi.org/10.3905/jii.2015.6.1.017

Long-Term Equity Investing with Leveraged Exchange-Traded Funds
Richard J. Curcio and Drake R. Dickerson
The Journal of Index Investing Fall 2017, 8 (2) 23-37; DOI: https://doi.org/10.3905/jii.2017.8.2.023

It’s All about Active ETFs
Phil Mackintosh
The Journal of Index Investing Spring 2017, 7 (4) 6-15; DOI: https://doi.org/10.3905/jii.2017.7.4.006

Performance Analysis of Options-Based Equity Mutual Funds, Closed-End Funds, and Exchange-Traded Funds
Keith Black and Edward Szado
The Journal of Wealth Management Summer 2016, 19 (1) 51-69; DOI: https://doi.org/10.3905/jwm.2016.19.1.051

Physical and Synthetic Exchange-Traded Funds: The Good, the Bad, or the Ugly?
Christian Meinhardt, Sigrid Mueller and Stefan Schoene
The Journal of Investing Summer 2015, 24 (2) 35-44; DOI: https://doi.org/10.3905/joi.2015.24.2.035