Sökning: "Exchange-Traded Funds"

Visar resultat 6 - 10 av 34 uppsatser innehållade orden Exchange-Traded Funds.

  1. 6. Analysis of the Performance of ETFs. A study on the US market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Thi Kim Lien Vu; Salome Tskhoidze; [2021]
    Nyckelord :ETF; portfolio optimization; Sharpe ratio; financial downturns; benchmark; Business and Economics;

    Sammanfattning : Exchange Traded Funds are known as a relatively recent financial innovation and have been gaining investors' interest in recent years. The performance of ETF in comparison to other benchmarks is still the central concern when investors make an investment decision. LÄS MER

  3. 7. Does the Active Country Momentum Portfolio Beat the Passive Market Portfolio? : an empirical study on exchange-traded funds

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Anton Ericsson; Anton Erickson; [2021]
    Nyckelord :Momentum strategy; Exchange-traded funds; Efficient markets; Inefficient markets; Sharpe ratio; Jensen’s alpha; Morningstar risk-adjusted return;

    Sammanfattning : The thesis examines the strategy of country momentum and is evaluated with 30 different country exchange-traded funds (ETFs) for the period 1996-2018. The empirical evaluation is designed to apply different formation- and holding periods with overlapping portfolios. LÄS MER

  4. 8. The ESG Dilemma

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Marcus Galli; Lamin K Darboe; [2021]
    Nyckelord :Sustainable Investing; SRI; ESG;

    Sammanfattning : Investing with the purpose of doing good has been gaining a lot of momentum in the past few years. Leading to increased investments in exchange traded products, mutual funds and equities with higher levels of ESG score both in developed and developing countries. LÄS MER

  5. 9. Investor perception of algorithms: A study on Swedish retail investors' perception of algorithms in quantitative exchange traded funds

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Författare :Isak Andersson; Veronica Törnbom; [2021]
    Nyckelord :ETFs; Algorithms; Bullshit; Nonsense mathematics; Decision-making;

    Sammanfattning : ETFs are increasing in popularity, enabling short-term trading to a much higher degree than mutual funds. The ETFs with the highest average management fee are those utilising quantitative models. This incentivises providers to market such products as they earn a higher kickback commission from quantitative ETF sales than they do others. LÄS MER

  7. 10. Chasing Your Own Tail: The Market Stability Impact of Leveraged and Inverse Exchange-Traded Funds

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Gustaf Gustafsson; Sebastian Gerell; [2020]
    Nyckelord :Leveraged ETFs; Financial Stability; Market Microstructure Invariance; Price Impact; Sweden;

    Sammanfattning : This thesis explores the market stability impact of the positive feedback mechanism of leveraged and inverse exchange-traded funds' (LETFs) rebalancing trades. We explore potential market stability effects by analysing intraday minute-by-minute data for underlying stocks in the OMXS30 and aggregate rebalancing flows for LETFs tracking the index. LÄS MER