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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. Smart Beta Factor Investing

   Kandidat-uppsats, Högskolan i Jönköping/Internationella Handelshögskolan

   Författare :Tommy Saliba; Philip Thulin; [2019]
   Nyckelord :;

   Sammanfattning : .... LÄS MER