Sökning: "Exchange Traded Fund"
Visar resultat 1 - 5 av 11 uppsatser innehållade orden Exchange Traded Fund.
Sammanfattning : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. LÄS MER
- C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : ETFs are experiencing rapid growth as a passive investment instrument. Due to the recent MiFID II and PRIIPS regulations, Nordic ETFs are becoming increasingly relevant for European investors. LÄS MER
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This paper studies the performance of factor-based hedge fund replication. We use monthly data of nine exchange-traded funds to estimate clone portfolios over the sample period 2008-2016 for eleven different hedge fund indices. LÄS MER
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. LÄS MER
5. Making Reasonable Mutual Fund Investment Decisions in the Recovering German Equity Market - Gaining Insight into Active ShareMagister-uppsats, Lunds universitet/Företagsekonomiska institutionen
Sammanfattning : This study investigates influences of certain fund characteristics as independent variables on a funds active share, as introduced by Cremers & Petajisto in 2009. Furthermore, along with active share, the potential use of these variables to predict future mutual fund returns is tested. LÄS MER