Sökning: "risk-weighted indexation"
Hittade 1 uppsats innehållade orden risk-weighted indexation.
1. Risk-based Indexation on the Nordic Equity Market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : By convention and with support of CAPM's theoretical framework, stock indexes have for a long time been market-capitalization weighted. Among the alternative approaches that have gained in popularity are risk-weighted indexation methods, as it has been shown that they offer superior risk-return trade-off compared to the traditional market-capitalization weighted indexes. LÄS MER
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