Sökning: "size etf"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden size etf.
1. ETF Cost Obfuscation
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Index-tracking ETFs have gained popularity by both retail and institutional investors over the past years while costs in the form of fees have declined due to competitive pressures. Index-tracking funds are relatively homogenous products with only the goal of replicating an index as close as possible. LÄS MER
2. Factor ETFs - Risk Exposure and Diversification Benefits
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : This paper analyzes U.S. factor ETF risk exposures and diversification benefits relative to the ETFs’ academic factor portfolios. The purpose of the paper is to observe whether the factor ETFs’ correlations and risk exposures reflect that of their academic factor portfolios, the long-short and long-only portfolios. LÄS MER
3. Does ETF Ownership Increase Stock Volatility?
Kandidat-uppsats,Sammanfattning : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. LÄS MER
4. Performance and Efficiency of the Nordic Exchange Traded Fund Market
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : ETFs are experiencing rapid growth as a passive investment instrument. Due to the recent MiFID II and PRIIPS regulations, Nordic ETFs are becoming increasingly relevant for European investors. LÄS MER
5. Trade-offs of ETFs - An Examination of Clean and Dirty Exchange Traded Funds in the Energy Sector
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The aim of this thesis is to investigate if there is a difference in performance between clean and dirty exchange traded funds (ETFs) during the examination period January 2011¬–March 2016. Dirty ETFs are defined as ETFs that allocate in non-environmentally friendly industries such as oil or coal industries. LÄS MER