Marlène Hassine

Lyxor Asset Management, ETF Strategy

Paris

France

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Scholarly Papers (1)

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Measuring Performance of Exchange Traded Funds

Posted: 22 May 2019
Marlène Hassine and Thierry Roncalli
Lyxor Asset Management, ETF Strategy and Amundi Asset Management

Abstract:

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Passive management, index fund, ETF, information ratio, tracking error, liquidity, spread, value-at-risk