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Global Economic Review
Perspectives on East Asian Economies and Industries
Volume 48, 2019 - Issue 3: New Industrial Platform and Innovation in East Asia: Economics of the 4th Industrial Revolution
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Articles

New Revolution in Fund Management: ETF/Index Design by Machines

Jaehoon LeeUNSW Business School, School of Banking and Finance, University of New South Wales, Sydney, Australia; DeepSearch, Inc., South KoreaCorrespondence[email protected]
Pages 261-272 | Received 20 Apr 2019, Accepted 10 Jun 2019, Published online: 19 Jun 2019

References

  • Ben-David Itzhak, Francesco Franzoni, and Rabih Moussawi. 2018. “Do ETFs Increase Volatility?” The Journal of Finance 73: 2471–2535. doi: 10.1111/jofi.12727
  • Bhattacharya Utpal, Benjamin Loos, Steffen Meyer, and Andreas Hackethal. 2017. “Abusing ETFs.” Review of Finance 21: 1217–1250. doi: 10.1093/rof/rfw041
  • Dannhauser Caitlin D.. 2017. “The Impact of Innovation: Evidence From Corporate Bond Exchange-traded Funds (ETFs).” Journal of Financial Economics 125: 537–560. doi: 10.1016/j.jfineco.2017.06.002
  • Gastineau Gary L.. 2001. “Exchange-Traded Funds: An Introduction.” The Journal of Portfolio Management 27: 88–96. doi: 10.3905/jpm.2001.319804
  • Li Frank Weikai, and Qifei Zhu2016. “ Synthetic Shorting with ETFs, Unpublished Working Paper.
  • Ni He, and Yongqiao Wang. 2013. “Stock Index Tracking by Pareto Efficient Genetic Algorithm.” Applied Soft Computing 13: 4519–4535. doi: 10.1016/j.asoc.2013.08.012
  • Orito Yukiko, Hisashi Yamamoto, and Genji Yamazaki. 2003. “Index Fund Selections with Genetic Algorithms and Heuristic Classifications.” Computers & Industrial Engineering 45: 97–109. doi: 10.1016/S0360-8352(03)00020-2
  • Poterba James M., and John B. Shoven. 2002. “Exchange-Traded Funds: A New Investment Option for Taxable Investors.” American Economic Review 92: 422–427. doi: 10.1257/000282802320191732

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