Essays about: "Dylan Hawrami"

Found 1 essay containing the words Dylan Hawrami.

1. 1. Factor ETFs -  Risk Exposure and Diversification Benefits

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Bishar Rahym; Dylan Hawrami; [2020]
   Keywords : ETFs; risk factor; smart beta; factor diversification; asset pricing;

   Abstract : 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. READ MORE