Essays about: "ETF"

Showing result 11 - 15 of 32 essays containing the word ETF.

  1. 11. ESG Investing through ETFs - An effective way to circumvent volatility?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Agnes Strignert; Ellen Malm; [2021]
    Keywords : ETFs; ESG; sustainability; volatility; GARCH.; Business and Economics;

    Abstract : This study highlights relatively new investment phenomena such as ETF investing and forthcoming trends in placement strategies to incorporate long-term visions and sustainable holdings. ETFs are popular for several reasons, but the investment vehicle also has some embodied volatility, in contrast to more traditional securities, making them less desirable for the risk-averse investor. READ MORE

  3. 12. ESG Performance in Exchange Traded Funds (ETFs) and Fixed Income in the Context of Home Bias

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jasper Chan; Min Chan Kim; [2020]
    Keywords : Home Bias · ESG · ETF · ESG Equities · Fixed Income; Business and Economics;

    Abstract : This paper explores home bias and the performance of exchange traded funds (ETFs) and bonds under the context of Environmental, Social and Governance (ESG). It analyzes investment strategies led by non-financial variables such as sustainable and responsible investment and how it affects the expected returns and risk and if the home bias phenomenon is weaker when following the said strategy. READ MORE

  4. 13. 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

  5. 14. Trading Volatility : Trading strategies based on the VIX term structure.

    University essay from Umeå universitet/Företagsekonomi

    Author : Oskar Fransson; Henrik Mark Almqvist; [2020]
    Keywords : Volatility; VIX futures; VIX ETP; VIX ETF; VIX ETN; VIX index; VIX term structure; VIX trading; Volatility trading; Contango; Backwardation; Roll yield; Options; Futures;

    Abstract : This study investigates how term structure dynamics of VIX futures can be exploited forabnormal returns. To be able to access volatility as a tradeable asset, the trading strategiesonly trades ETFs which are designed to replicate the movements of VIX futures index. READ MORE

  6. 15. Does ETF Ownership Increase Stock Volatility?

    University essay from

    Author : Daniel Bysted; John Lundkvist; [2019-07-05]
    Keywords : Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Abstract : 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. READ MORE