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Hittade 2 uppsatser som matchar ovanstående sökkriterier.

1. 1. 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

3. 2. The Pricing of Structured Products in Sweden : Empirical findings for Index-linked Notes issued by Swedbank in 2005

   Uppsats för yrkesexamina på grundnivå, Institutionen för ekonomisk och industriell utveckling

   Författare :Dan Frohm; [2007]
   Nyckelord :Structured products; Index-linked notes; Structured products; Principal protected notes;

   Sammanfattning : Structured products are investment vehicles that combine basic financial instruments to provide private investors with packaged solutions to more advanced investment strategies in financial markets. This paper investigates the pricing of 22 index-linked notes examined during their full life cycles between January 12, 2005 and January 17, 2007. LÄS MER