Search Results - "GARY L. GASTINEAU"

ETF Transaction Costs Are Often Higher Than Investors Realize by Angel, James J., Broms, Todd J., Gastineau, Gary L.

“…Exchange-traded funds (ETFs) and other exchange-traded products (ETPs) provide simple and efficient diversification and exposure to a wide range of investment…”
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The Cost of Trading Transparency: What We Know, What We Don’t Know, and How We Will Know by Gastineau, Gary L.

“…Results from several major studies of index composition changes indicate that trading transparency accounts for more than half the market impact cost of…”
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The Short Side of 130/30 Investing: For the Conservative Portfolio Manager by Gastineau, Gary L.

“…Many long-only investment managers have watched the financial industry's growing enthusiasm for enhanced long strategies or constrained long-short portfolios…”
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Protecting Fund Shareholders from Costly Share Trading by Gastineau, Gary L.

“…In the wake of revelations that many mutual funds have not protected fund shareholders from abuse by late traders and market timers, the emphasis of most…”
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The Benchmark Index ETF Performance Problem by Gastineau, Gary L.

“…Exchange-traded funds have generally underperformed competitive conventional mutual funds, apparently because the ETF structure and fund management process…”
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The Currency Hedging Decision: A Search for Synthesis in Asset Allocation by Gastineau, Gary L.

“…The currency allocation in a portfolio deserves more attention than it typically gets. Currencies should be integrated with allocations to other asset classes,…”
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Comment on John E. Gilster, Jr. "Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?" by Gastineau, Gary L.

“…In my comments on Gilster's article, I make the nexus between theory and practice my focus, examining risk measurement and risk management on one hand and…”
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Beating the Equity Benchmarks by Gastineau, Gary L.

“…Managers of non-U.S. portfolios can take a few relatively simple steps to increase their chances of beating proprietary benchmark indexes…”
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The Essentials of Financial Risk Management by Gastineau, Gary L.

“…How financial intermediaries help institutional investors, corporations and governments control risk…”
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A Dialogue Overheard at a Modern Greek-American Dinner Table by Gastineau, Gary L

“…In an editorial, the pros and cons of international diversification in an investment portfolio are discussed…”
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A Short History of Program Trading by Gastineau, Gary L.

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Changes at the SEC: A Time for New Directions and Old Priorities by Gastineau, Gary L.

“…A new complement of Securities & Exchange Commission (SEC) commissioners and a significant number of new people at the top of the SEC's staff hierarchy prompt…”
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The Future of Equity Derivatives: What Lies Ahead? by Gastineau, Gary L., Louis I. Margolis

“…The development of equity derivatives markets has been largely a function of supply and demand--constrained by regulation and institutional structures. Recent…”
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USING EXCHANGE-TRADED EQUITY FLEX PUT OPTIONS IN CORPORATE STOCK REPURCHASE PROGRAMS by Angel, James J., Gastineau, Gary L., Weber, Clifford J.

“…Casual evidence suggests that as many as 10% of the companies repurchasing their stock over the past decade have used the sale of puts on the company's stock…”
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Large-Trader Impact and Market Regulation by Gastineau, Gary L., Jarrow, Robert A.

“…Based solely on the scale of his operations and the sequence and timing of his trades, a large trader may, under certain market conditions, be able to…”
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The Development of Improved Exchange-Traded Funds in the United States by TODD J. BROMS, GARY L. GASTINEAU

“…Many of mankind’s great ideas owe at least some of their success to serendipity. A popular legend suggests how serendipity helped mankind learn the usefulness…”
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Some Comments on the CBOE Call Options Index by Gastineau, Gary L., Madansky, Albert

“…The Chicago Board Options Exchange (CBOE) Call Option Index provides an estimate of the average value of standardized, six-month, at-the-money call options,…”
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Some Comments on the CBOE Call Option Index by Gastineau, Gary L., Madansky, Albert

“…The Chicago Board Options Exchange (CBOE) Call Option Index provides an estimate of the average percentage premium for standardized, six-month, at-the-money…”
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An Index of Listed Option Premiums by Gastineau, Gary L.

“…Since 1973, when listed call option trading began, investors have been intrigued by the idea of a continuously updated index of the average level of option…”
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Why Simulations Are an Unreliable Test of Option Strategies by Gastineau, Gary L., Madansky, Albert

“…Since the start of listed options trading in 1973, computer simulations have become increasingly popular as a method for testing and comparing option…”
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