Essays about: "Donatas Gadlijauskas"
Found 1 essay containing the words Donatas Gadlijauskas.
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1. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). READ MORE
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