Sökning: "Exchange-Traded Funds"
Visar resultat 16 - 20 av 34 uppsatser innehållade orden Exchange-Traded Funds.
16. Factor-Based Hedge Fund Replication Using Exchange-Traded Funds
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
17. Conditional Value-at-Risk targeted portfolio optimisation
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : New financial regulations have constantly forced market participants to adapt to changing rules. Recent regulatory iterations require them to focus on tail risk in portfolios of financial assets. One metric to quantify tail risk in portfolios is the Conditional Value-at-Risk (cVaR). LÄS MER
18. Trade-offs of ETFs - An Examination of Clean and Dirty Exchange Traded Funds in the Energy Sector
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The aim of this thesis is to investigate if there is a difference in performance between clean and dirty exchange traded funds (ETFs) during the examination period January 2011¬–March 2016. Dirty ETFs are defined as ETFs that allocate in non-environmentally friendly industries such as oil or coal industries. LÄS MER
19. Making Reasonable Mutual Fund Investment Decisions in the Recovering German Equity Market - Gaining Insight into Active Share
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : 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
20. Reviewing Exchange Traded Funds : Market dimensional impacts on profitability
Master-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Sammanfattning : Background: Ever since Sharpe, Treynor and Jensen advanced the methods of fund performance evaluation in the 60’s it has been a popular field of study in academia. As the intricacies of fund performance was untangled it became clear that paying for active management doesn’t yield higher cost adjusted returns. LÄS MER