Smart Beta ETFs & Increased Flow Sensitivity to Multi-Factor Alphas
Smart beta ETFs trading activity significantly impacts mutual fund flow sensitivity, especially in funds with high nonmarket risk factor exposure.
Featured in No. 24 on 2 Nov 2023 · 1 day after release
- Released
- 1 Nov 2023
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4620486
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