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The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner
| The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner |
| Autore | Abner David J. <1969-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , [2016] |
| Descrizione fisica | 1 online resource (371 p.) |
| Disciplina | 332.63/27 |
| Collana | Wiley Finance Series |
| Soggetto topico | Exchange traded funds |
| ISBN |
1-119-19391-5
1-119-19379-6 1-119-29772-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Preface; Acknowledgments; Introduction; Part 1 Introduction to the ETF Market Place; Chapter 1 How Did We End Up Here?; The History of Investment Products; In the Beginning, There Were Closed-End Funds; Mutual Funds; The Creation of the ETF; Conclusion; Notes ; Chapter 2 Steps for Developing an ETF; Market Access or Outperformance?; Index Tracking or Actively Managed?; Underlying Assets; Rebalancing and Index Changes; ETF Basket; Conclusion; Note ; Chapter 3 Giving an ETF Life in the Markets; Partnering with an Exchange
Trading ModelETF Implied Liquidity; Step by Step; ETF Implied Liquidity: Implied Daily Tradable Shares; The ETF Basket Implied Liquidity Scale (EBILS); Typical Tools of ETF Market Making; Conclusion; Notes ; Chapter 6 Execution; Time Frames and Order Types; The main order type used by noninstitutional; Limit Orders; Stop-Loss and Stop-Limit Orders; Algorithms; Some of the largest facilitators of the; Creations and Redemptions; Examples of Executions in the Market; The 10 Keys to Trading ETFs; Notes ; Chapter 7 Market Participants and Their Trading Strategies; Broker-Dealer Facilitation Desks Electronic Market MakingLiquidity Aggregators; Trading Strategies; Conclusion; Note ; Chapter 8 Market Structure and ETFs-Protecting Your Portfolio from Flash Crashes; Flash Crash II: August 24, 2015; Adjusting Investor Behavior; The Original Flash Crash: May 6, 2010; Summary; Notes ; Part 3 ETF Valuation; Chapter 9 ETFs with Domestic Holdings; Calculating the Net Asset Value; Discounts and Premiums; Calculating the Intraday Indicative Value; Conclusion; Chapter 10 ETFs with International Constituents; International ETFs; Providing Liquidity; Conclusion Chapter 11 Fixed-Income and Currency ETFsFixed Income; Innovations in Fixed-Income ETFs; Conclusion; Chapter 12 Leveraged, Inverse, and Commodity Products; Introduction to Leveraged Products; Understanding Inverse ETFs; Commodities; Conclusion; Note ; Chapter 13 Structure of an ETF; Categorizing Exchange-Traded Products; ETF Regulation; Exchange-Traded Notes; Taxation; When Structural Issues Arise; Credit Limits at Broker-Dealers; When Markets Undergo Closures; Conclusion; Notes ; Appendix A Bloomberg ETF Reference Guide ; Section 1: Bloomberg ETF Basics; Section 2: Finding ETFs Section 3: Analyzing ETFs |
| Record Nr. | UNINA-9910135013003321 |
Abner David J. <1969->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner
| The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner |
| Autore | Abner David J. <1969-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , [2016] |
| Descrizione fisica | 1 online resource (371 p.) |
| Disciplina | 332.63/27 |
| Collana | Wiley Finance Series |
| Soggetto topico | Exchange traded funds |
| ISBN |
1-119-19391-5
1-119-19379-6 1-119-29772-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Preface; Acknowledgments; Introduction; Part 1 Introduction to the ETF Market Place; Chapter 1 How Did We End Up Here?; The History of Investment Products; In the Beginning, There Were Closed-End Funds; Mutual Funds; The Creation of the ETF; Conclusion; Notes ; Chapter 2 Steps for Developing an ETF; Market Access or Outperformance?; Index Tracking or Actively Managed?; Underlying Assets; Rebalancing and Index Changes; ETF Basket; Conclusion; Note ; Chapter 3 Giving an ETF Life in the Markets; Partnering with an Exchange
Trading ModelETF Implied Liquidity; Step by Step; ETF Implied Liquidity: Implied Daily Tradable Shares; The ETF Basket Implied Liquidity Scale (EBILS); Typical Tools of ETF Market Making; Conclusion; Notes ; Chapter 6 Execution; Time Frames and Order Types; The main order type used by noninstitutional; Limit Orders; Stop-Loss and Stop-Limit Orders; Algorithms; Some of the largest facilitators of the; Creations and Redemptions; Examples of Executions in the Market; The 10 Keys to Trading ETFs; Notes ; Chapter 7 Market Participants and Their Trading Strategies; Broker-Dealer Facilitation Desks Electronic Market MakingLiquidity Aggregators; Trading Strategies; Conclusion; Note ; Chapter 8 Market Structure and ETFs-Protecting Your Portfolio from Flash Crashes; Flash Crash II: August 24, 2015; Adjusting Investor Behavior; The Original Flash Crash: May 6, 2010; Summary; Notes ; Part 3 ETF Valuation; Chapter 9 ETFs with Domestic Holdings; Calculating the Net Asset Value; Discounts and Premiums; Calculating the Intraday Indicative Value; Conclusion; Chapter 10 ETFs with International Constituents; International ETFs; Providing Liquidity; Conclusion Chapter 11 Fixed-Income and Currency ETFsFixed Income; Innovations in Fixed-Income ETFs; Conclusion; Chapter 12 Leveraged, Inverse, and Commodity Products; Introduction to Leveraged Products; Understanding Inverse ETFs; Commodities; Conclusion; Note ; Chapter 13 Structure of an ETF; Categorizing Exchange-Traded Products; ETF Regulation; Exchange-Traded Notes; Taxation; When Structural Issues Arise; Credit Limits at Broker-Dealers; When Markets Undergo Closures; Conclusion; Notes ; Appendix A Bloomberg ETF Reference Guide ; Section 1: Bloomberg ETF Basics; Section 2: Finding ETFs Section 3: Analyzing ETFs |
| Record Nr. | UNINA-9910821706503321 |
|
Abner David J. <1969->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Visual guide to ETFs / / David J. Abner
| Visual guide to ETFs / / David J. Abner |
| Autore | Abner David J. <1969-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Bloomberg Press/John Wiley & Sons, c2013 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.63/27 |
| Collana | Bloomberg financial series |
| Soggetto topico | Exchange traded funds |
| ISBN |
1-119-20328-7
1-299-10599-8 1-118-22838-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Characteristics of modern investment products -- Understanding how ETF portfolios work -- Understanding the short interest of ETFs -- Trading and liquidity of the ETF markets. |
| Record Nr. | UNINA-9910141473003321 |
|
Abner David J. <1969->
|
||
| Hoboken, N.J., : Bloomberg Press/John Wiley & Sons, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||