Sökning: "Dylan Hawrami"
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1. Factor ETFs - Risk Exposure and Diversification Benefits
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : This paper analyzes U.S. factor ETF risk exposures and diversification benefits relative to the ETFs’ academic factor portfolios. The purpose of the paper is to observe whether the factor ETFs’ correlations and risk exposures reflect that of their academic factor portfolios, the long-short and long-only portfolios. LÄS MER
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