Sökning: "fundamental indexation"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden fundamental indexation.

  1. 1. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tommy Saliba; Philip Thulin; [2021-06-30]
    Nyckelord :Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

    Sammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER

  3. 2. Investigating the performance of fundamentally-weighted portfolios

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Katja Rasic; [2019]
    Nyckelord :Fundamental indexation; equally weighted portfolio; performance measures; Atkinson index; Business and Economics;

    Sammanfattning : Market indices based on market capitalization have been argued to be the most mean-variance efficient for a long time. In recent years, this argument has been questioned and other methods of weighting portfolios have been suggested. One of these is the weighting by fundamental indexation. LÄS MER

  4. 3. Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Oliver Eliassen; Amelie Dahlgren; [2017]
    Nyckelord :Alpha; Abnormal Returns; Smart Beta; Fundamental Indexation; Market Model; Value Investing; Swedish Stock Exchange;

    Sammanfattning : In recent decades, many investors have abandoned hopes of achieving above market returns through active management, and consigned themselves to passive investing in the form of market capitalization based portfolios. Using Swedish stock exchange data from 2002-2016, this thesis investigates if there is a way to harmonize the strengths of active management, yielding potential above market returns, and passive index investing, implying lower fees and transparency. LÄS MER

  5. 4. Smart Beta ETFs. Smart Investment or Smart Marketing?

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

    Författare :Kristin Kjellberg; Catinka Träger; [2017]
    Nyckelord :Smart Beta; ETFs; Factor Investing; Portfolio Manage;

    Sammanfattning : Smart Beta is a relatively new investment strategy that builds further on theses such as factor investing and fundamental indexation. As of now, there are conflicting views of this strategy. Hence, in this paper, we aim to find an answer to whether Smart Beta is indeed smart or not. LÄS MER

  7. 5. Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen 

    Kandidat-uppsats, Högskolan Kristianstad/Fakulteten för ekonomi

    Författare :Patrik Mårtensson; Henrik Sjöberg; [2017]
    Nyckelord :Smart Beta; fundamental indexation; active and passive fund management; OMXS30; alternative indexation; Smart beta; fundamental indexering; aktiv och passiv förvaltning; OMXS30; alternativ indexering;

    Sammanfattning : Den ständigt pågående debatten om aktiv respektive passiv förvaltning av fonder tycks aldrig upphöra. Det finns för- och nackdelar inom respektive kategori och vetenskapliga teorier kan argumentera för båda sätten. Men den senaste tiden har ett nytt förvaltningssätt introducerats, smart beta. LÄS MER