Comments on ETNMan's articles Comments on ETNMan's articles RSS Syndication from SeekingAlpha.com http://seekingalpha.com/author/etnman/articles Goldman Sachs Introduces Active ETN Management http://seekingalpha.com/article/57076-goldman-sachs-introduces-active-etn-management?source=feed#comment-105297 105297 Fri, 14 Dec 2007 04:07:09 -0500
What would be even better is to see a different design, like a harvesting function. Ex Buy all of the ones selling at a large discount of say 10% below NAV, then Short all of the ones selling at premium of +10%.

Of course, it would be more complicated then that, as the good funds generally demand a premium. So the premium/discount relationships would need to be determined for each individual CEF on a historic basis.
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