Journal of risk and financial management· 2026Q2
Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs
- 1citations
- Q2SCImago
- 2026year
Short summary
Actively managed ETFs exhibit substantial heterogeneity, offering diversification but also varied risk profiles; tangency-type portfolios generally outperform buy-and-hold, while minimum-variance and CVaR strategies offer better downside control.
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