Business School a university for the real world

Event

22 April 2021

The School of Economics and Finance invites you to attend a seminar via Zoom with Dr Pat Akey from Rotman School of Management, University of Toronto.

Topic:

Closet Active Management of Passive Funds

Abstract:

We document substantial activeness among index funds and ETFs: conventional proxies suggest that a third of these ostensibly passive funds exhibit more activeness than the median actively managed fund. Using hand-collected prospectus data, we find that index funds and ETFs offer an increasingly wide assortment of styles and proprietary indices. Simple size and value/growth categorizations, such as those provided by common databases, describe styles inadequately, while prospectus-based styles offer a more complete description.

For more information please see Dr Pat Akey's website.

Everyone is welcome to attend.

Zoom Meeting ID: 827 6906 6857

Password: 585649

 

Date
22 April 2021 - 22 April 2021
Time
11:00am - 12:30pm
Location
Zoom Meeting ID: 827 6906 6857; Password: 585649
Cost
Free to attend
Organisation
QUT School of Economics and Finance
Info
Dr Sean Wu
Phone
07 3138 4241
Email
sean.wu@qut.edu.au
Calendar Event
Add Event to Calendar

Contacts

QUT Business School

  • LinkedIn
  • YouTube
  • Postal address:
    QUT Business School
    GPO Box 2434
    Brisbane QLD 4001