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Comparison between Brazilian Exchange-Traded Funds and Mutual Funds Performance: A Multiscale Approach

https://doi.org/10.2139/ssrn.2553837
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Multiscale systematic risk
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Exchange-traded funds, persistence in tracking errors and information dissemination
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Editorial Board
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Recent developments in exchange‐traded fund literature
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PORTFOLIO SELECTION*
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SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*
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THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
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SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
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Managerial Ability, Compensation, and the Closed‐End Fund Discount
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Co‐Kurtosis and Capital Asset Pricing
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An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
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Wavelet-Based Beta Estimation: Applications to Indian Stock Market
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The International CAPM and a Wavelet-Based Decomposition of Value at Risk
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Equilibrium in a Capital Asset Market
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The Performance of Mutual Funds in the Period 1945-1964
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Composite Measures for the Evaluation of Investment Performance
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Pricing Efficiency of China's Exchange-Traded Fund Market
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The International CAPM and a Wavelet-Based Decomposition of Value at Risk
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Wavelet Estimation of Systematic Risk at Different Time Scales Application to French Stock Market
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Dynamic Correlation between Share Returns, NAV Variation and Market Proxy of Brazilian ETFs
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