Filters

ETFs resources

Found 36  resources

Display

The rise of fixed income ETFs

Published by : Lyxor

In this short video, we ask Lyxor to comment on the growth of assets in fixed income ETFs, as well as their growing use in investors’ portfolios.

Published: 14 April 2016

Business Area: ETFs

Type: Audio/Video (.mp3, mp4, mpg)

Rating: 1 people found this useful

Expert Opinion - European ETF Market Outlook for 2016

Published by : Lyxor

Within Europe’s fast-growing exchange-traded fund (ETF) market, corporate bond ETFs have experienced significant growth. The Assets under Management of credit ETFs quadrupled between the start of 2011 and the start of 2016, reaching EUR44 billion. The rapid growth has prompted market participants to

Published: 07 April 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

European Smart Beta ETF Market Trends

Published by : Lyxor

In 2015, Smart Beta ETF flows were mainly focused around Fundamental, Multifactor ETFs and Minimum volatility, with the latter two respectively benefitting from increasingly volatile markets and investors’ search for return enhancement. Download this resource to learn the full market trends from

Published: 17 March 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

Active vs. Passive - Performance Comparison

Published by : Lyxor

To contribute to the ongoing debate on active vs. passive investing, this 10-year statistical study aims to identify the best investment opportunities between active funds and their respective benchmark, using a sample of 15 selected universes both in the fixed income and equity space.

Published: 17 March 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

How does ETF trading affect local markets?

Published by : Lyxor

In this Expert Opinion, Lyxor summarises new research into this subject, undertaken by Professors Ekkehart Boehmer of the Lee Kong Chian School of Business at Singapore Management University and Xiaoyan Zhang of the Krannert School of Management, Purdue University.

Published: 17 March 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

European ETF Market Efficiency

Published by : Lyxor

The market efficiency indicator is calculated based on the 10 key European ETF Market indices concentrating more than 40% of equity ETF market volumes and AuM. Download to see the full results.

Published: 17 March 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

Contain your Risk - Diversified Minimum Variance

Published by : Lyxor

This resource outlines the FTSE Minimum Variance Index series to underlie Lyxor's range of ETFs, as they offer an ideal trade-off between volatility reduction and sufficient diversification. Download your copy to learn more.

Published: 17 March 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

The role of ETFs in intraday price discovery

Published by : Lyxor

In this Expert Opinion, Lyxor highlight the research findings of Russ Wermers and Jinming Xue of the University of Maryland, who attempt to answer these questions by studying the relationship between price movements in the largest ETF tracking the Standard and Poor’s (S&P) 500 index and the price

Published: 17 March 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

A new framework for the ETF industry

Published by : Lyxor

Over the following pages you will find a summary of the key findings contained in the first five academic papers produced by the ETF Research Academy.

Published: 16 February 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

Risk factor investing explained

Published by : Lyxor

Risk factor investing is growing in popularity, but there’s a risk of getting lost in the factor “zoo”. In this Expert Opinion Thierry Roncalli, Head of Quantitative Research at Lyxor Asset Management, explains the concept of risk factors and distinguishes between facts and commonly held fictions

Published: 16 February 2016

Business Area: ETFs

Type: Portable Document Format (.pdf)

Rating: 1 people found this useful