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Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds
Financial Analysts Journal ( IF 2.345 ) Pub Date : 2023-08-31 , DOI: 10.1080/0015198x.2023.2240280
Kenechukwu Anadu , John Levin , Victoria Liu , Noam Tanner , Antoine Malfroy-Camine , Sean Baker

Policymakers are assessing potential options to reduce the financial stability risks posed by open-ended mutual funds. One such option is swing pricing, or the process of adjusting a fund’s net ass...

中文翻译:

波动定价校准:使用 ETF 推断共同基金的波动因素

政策制定者正在评估减少开放式共同基金带来的金融稳定风险的潜在选择。其中一种选择是波动定价,或调整基金净资产的过程......
更新日期:2023-08-31
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