<p>This study investigates the intersection of artificial intelligence and finance by examining the performance of Artificial Intelligence exchange-traded funds (AI ETFs). We analyze 94 AI ETFs from January 2015 to September 2023, using data from Eikon Refinitiv. Our research explores the relationship between AI adoption and investment outcomes, focusing on performance and risk metrics such as crash, jump, and idiosyncratic risks. The results reveal the complex risk–return profiles associated with AI-driven investments, offering new insights into their potential for sustainable investment strategies. This study contributes to a deeper understanding of how cutting-edge AI technologies are influencing financial decision-making, paving the way for more informed and strategic investment practices in an increasingly AI-integrated financial landscape.</p>

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Artificial intelligence exchange-traded funds: the intersection of finance, technology and sustainability

  • Claudio Boido,
  • Mauro Aliano

摘要

This study investigates the intersection of artificial intelligence and finance by examining the performance of Artificial Intelligence exchange-traded funds (AI ETFs). We analyze 94 AI ETFs from January 2015 to September 2023, using data from Eikon Refinitiv. Our research explores the relationship between AI adoption and investment outcomes, focusing on performance and risk metrics such as crash, jump, and idiosyncratic risks. The results reveal the complex risk–return profiles associated with AI-driven investments, offering new insights into their potential for sustainable investment strategies. This study contributes to a deeper understanding of how cutting-edge AI technologies are influencing financial decision-making, paving the way for more informed and strategic investment practices in an increasingly AI-integrated financial landscape.