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The Journal of Wealth Management

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Risk-Adjusted Performance of the Largest Active ETFs

Kristine L. Beck, James Chong and G. Michael Phillips
The Journal of Wealth Management Winter 2017, 20 (3) 52-63; DOI: https://doi.org/10.3905/jwm.2017.20.3.052
Kristine L. Beck
is an assistant professor at California State University, Northridge in Northridge, CA
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James Chong
is a professor at California State University, Northridge in Northridge, CA, and a research economist at MacroRisk Analytics in Pasadena, CA
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G. Michael Phillips
is a professor at California State University, Northridge in Northridge, CA, and chief scientist at MacroRisk Analytics in Pasadena, CA
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Article Information

vol. 20 no. 3 52-63
DOI 
https://doi.org/10.3905/jwm.2017.20.3.052

Published By 
Pageant Media Ltd
Print ISSN 
1534-7524
Online ISSN 
2374-1368
History 
  • Published online October 31, 2017.

Copyright & Usage 
© 2017 Pageant Media Ltd

Author Information

  1. Kristine L. Beck
    1. is an assistant professor at California State University, Northridge in Northridge, CA. (kristine.beck{at}csun.edu)
  2. James Chong
    1. is a professor at California State University, Northridge in Northridge, CA, and a research economist at MacroRisk Analytics in Pasadena, CA. (jchong{at}macrorisk.com)
  3. G. Michael Phillips
    1. is a professor at California State University, Northridge in Northridge, CA, and chief scientist at MacroRisk Analytics in Pasadena, CA. (mphillips{at}macrorisk.com)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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The Journal of Wealth Management
Vol. 20, Issue 3
Winter 2017
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Risk-Adjusted Performance of the Largest Active ETFs
Kristine L. Beck, James Chong, G. Michael Phillips
The Journal of Wealth Management Oct 2017, 20 (3) 52-63; DOI: 10.3905/jwm.2017.20.3.052

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Risk-Adjusted Performance of the Largest Active ETFs
Kristine L. Beck, James Chong, G. Michael Phillips
The Journal of Wealth Management Oct 2017, 20 (3) 52-63; DOI: 10.3905/jwm.2017.20.3.052
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  • Article
    • Abstract
    • EVOLUTION OF THE ETF INDUSTRY
    • LITERATURE REVIEW
    • DATA
    • METHODOLOGY
    • RESULTS
    • CONCLUSIONS
    • ENDNOTES
    • REFERENCES
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