Aleksander Sobczyk, BlackRock
The rapid growth of exchange traded products (ETP) has generated considerable interest in flows. With over $2 trillion in worldwide assets under management, ETPs are used by sophisticated and retail investors alike to express their views across asset classes and regions. Flows therefore could be very informative about changes in the investor sentiment, yet to the best of our knowledge, there has been no previous systematic statistical analysis of ETP flows across asset classes. In this presentation, Aleksander discusses how his team constructed unique, survivorship-bias free database of daily ETP flow data, and set up the research agenda to understand ETP flow dynamic.
Recorded: 9 Apr 2014
Featured Product
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select:.
Selectweb siteYou can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.