Sökning: "Equity index-linked notes"

Hittade 3 uppsatser innehållade orden Equity index-linked notes.

  1. 1. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

    Kandidat-uppsats,

    Författare :Philip Dufwa; Johan Johansson; [2020-08-20]
    Nyckelord :Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

    Sammanfattning : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. LÄS MER

  3. 2. Equity Mutual Fund Flows and Benchmark Portfolios in Sweden

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ajla Cavkic; Samuel Makori; [2019]
    Nyckelord :Mutual fund; Benchmark portfolios; Equity; Business and Economics;

    Sammanfattning : The purpose of our study is to investigate the effect of net flows to mutual funds by isolating the effects of active managed funds and index linked funds on benchmark portfolio returns. We consider factors that cause demand driven price impacts on stocks. LÄS MER

  4. 3. Seeking Active Returns - A Study of Restructing Strategies for Equity Index-Linked Notes

    Magister-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Johan Edvardsson; Karl-Johan Ek; [2013-06-28]
    Nyckelord :Equity index-linked notes; restructuring; structured products; index-linked products; GARCH 1; 1 ; principal-protection; time series analysis;

    Sammanfattning : Aim and purpose: The aim of the study is to examine whether an active strategy for restructuring of equity index-linked notes can generate higher returns than a passive ‘buy-and-hold’ strategy. More specifically, the purpose of the study is to examine how an active restructuring strategy, using specific variables to govern market timing, for equity index-linked notes may affect the returns over a given time period, compared with a passive ‘buy-and-hold’ strategy. LÄS MER