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Commentary, research, and perspectives on quantitative investing, portfolio strategy, ETFs, derivatives, and evolving market dynamics.
Evaluating Defined Outcome Buffer Strategies
Contact Joanne for copy of full article from The Journal of Portfolio Management This article evaluates the performance features of buffer fund strategies packaged in mutual funds and ETFs. These popular strategies are the modern version of put spread collars, which institutional investors have used since the 1990s to reduce equity exposure in a structured manner. Using rules-based indexes representing laddered S&P 500 buffer strategy benchmarks with almost ten years of retur
Sep 18
Module 2: Evaluating ETFs
A Comprehensive Guide to ETFs (2nd Edition) This CFA Institute Research Foundation module follows A Comprehensive Guide to ETFs (2nd edition), Module 1: ETF Features and Evolving Landscape (2025). A third module is expected in 2027. These three modules update A Comprehensive Guide to Exchange-Traded Funds (ETFs), first released in 2015, to reflect the rapid growth and evolution of the ETF industry. They seek to provide investors and financial professionals with the knowledge
Jun 2
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