Essays about: "ETFs"

Showing result 11 - 15 of 36 essays containing the word ETFs.

  1. 11. Investor perception of algorithms: A study on Swedish retail investors' perception of algorithms in quantitative exchange traded funds

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Author : Isak Andersson; Veronica Törnbom; [2021]
    Keywords : ETFs; Algorithms; Bullshit; Nonsense mathematics; Decision-making;

    Abstract : ETFs are increasing in popularity, enabling short-term trading to a much higher degree than mutual funds. The ETFs with the highest average management fee are those utilising quantitative models. This incentivises providers to market such products as they earn a higher kickback commission from quantitative ETF sales than they do others. READ MORE

  3. 12. 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

  4. 13. Chasing Your Own Tail: The Market Stability Impact of Leveraged and Inverse Exchange-Traded Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustaf Gustafsson; Sebastian Gerell; [2020]
    Keywords : Leveraged ETFs; Financial Stability; Market Microstructure Invariance; Price Impact; Sweden;

    Abstract : This thesis explores the market stability impact of the positive feedback mechanism of leveraged and inverse exchange-traded funds' (LETFs) rebalancing trades. We explore potential market stability effects by analysing intraday minute-by-minute data for underlying stocks in the OMXS30 and aggregate rebalancing flows for LETFs tracking the index. READ MORE

  5. 14. 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

  6. 15. 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