In a paper from earlier this year, Leon Roisenberg, Raman Aylur Subramanian, George Bonne look at how factor exposure affects fund performance.
Anatomy of active portfolios
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To be passive, an ETF has to be active
Charlie Munger: Active managers in ‘extreme denial’ about lagging index returns
Active managers engage in ‘hopeful fantasising’ over decline, research warns
ARK’s Cathie Wood slams index fund boom as ‘most massive misallocation of capital in mankind’
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