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1

What are the Risks of European ETFs?

EDHEC Publication

AMENC Noël ; DUCOULOMBIER Frédéric ; GOLTZ Felix ; TANG Lin

GROUPE EDHEC

2012

68

134.72-AMENC

UCITS ; EUROPE ; RISK MANAGEMENT


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

Url : https://www.edhec.edu/fr/publications/what-are-risks-european-etfs

Contents : About the Authors
Executive Summary
Introduction
Section 1: The European ETF market
Section 2: Evaluating the counterparty risk of ETFs
Section 3: Assessing the liquidity risk of ETFs
Section 4: How the risks in ETFs differ from risks in other ETPs
Section 5: Leveraged and inverse ETFs
Section 6: Systemic risk implications of ETFs and impact of ETFs on their underlying markets
Conclusion
References
EDHEC-Risk institute Position Papers and Publications (2009-2012)

Language : English

Series : POSITION PAPER

Material : Electronic ; Paper

Owner : Bibliothèque