Sökning: "risk-weighted indexation"

Hittade 1 uppsats innehållade orden risk-weighted indexation.

  1. 1. Risk-based Indexation on the Nordic Equity Market

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

    Författare :Emil Sandstedt; Jenny Johansson; [2013]
    Nyckelord :passive investment strategy; market-capitalization weighted index; risk-weighted indexation;

    Sammanfattning : 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