Sökning: "tracking-error"

Visar resultat 21 - 25 av 64 uppsatser innehållade ordet tracking-error.

  1. 21. Performance and Efficiency of the Nordic Exchange Traded Fund Market

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

    Författare :Anna Dahlstedt; Amanda Blomdahl; [2018]
    Nyckelord :Exchange traded funds; Leveraged ETF; Performance; Tracking error; Price deviation;

    Sammanfattning : 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

  3. 22. "Är fonder specialiserade på hållbar förvaltning annorlunda än andra fonder?" : "En analys om extremt hållbara fonders egenskaper"

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Jakob nilsson; Oskar Nilsson; [2018]
    Nyckelord :;

    Sammanfattning : Bakgrund: Fondsparare börjar bli mer och mer intresserade av att spara hållbart, som följd till detta har efterfrågan på hållbara fonder ökat kraftigt de senaste åren. Vi har i denna studie fördjupat oss i de mest hållbara fonderna och dess egenskaper för att undersöka om de skiljer sig nämnvärt från traditionella fonder. LÄS MER

  4. 23. Path Control for Autonomous Four-Wheel Steered Haulers

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Viktor Gustavsson; [2018]
    Nyckelord :;

    Sammanfattning : Path following control is a fundamental part of vehicle autonomy and over the lastdecades extensive research has been conducted towards the development of moreadvanced algorithms for path control of autonomous vehicles. The primary interestin improving path following control for autonomous vehicles is to be able to reducethe tracking error relative to the vehicle's reference path while also increasing thespeed at which trajectory tracking is possible. LÄS MER

  5. 24. Reducing the Carbon Footprint of Equity Portfolios

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Harpa Sif Jonsdottir; Sheida Palmelind; [2017-07-26]
    Nyckelord :Portfolio Optimization; Carbon Footprint; Tracking Error; Sustainable Investments; Factor Analysis; Climate Risk; Green Finance; Swedish Equities;

    Sammanfattning : This paper investigates the e ect of reducing the carbon footprint of Swedish equity portfolios. In order to decrease CO2e emission of investments, the constituents of the portfolios are re-weighted with regards to their carbon footprint, while minimizing the tracking error against a benchmark portfolio. LÄS MER

  7. 25. Is it worth getting active? A study on active share and fund performance in Sweden

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

    Författare :Erik Eidvall; Jonathan Enqvist; [2017]
    Nyckelord :Mutual fund; Closet indexing; Active share; Tracking error; Active fund management;

    Sammanfattning : The occurrence of closet index funds has been widely debated in Sweden in recent years. This study examines whether a higher level of mutual fund activity, measured by the two fund activity measures active share and tracking error, correlates with higher fund returns. LÄS MER