Essays about: "ETFs"

Showing result 21 - 25 of 36 essays containing the word ETFs.

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

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

    Abstract : 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. READ MORE

  3. 22. VIX ETPs as Portfolio Diversifiers

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nils Hartung von Hartungen; Michael Katzdobler; [2017]
    Keywords : VIX; ETPs; Mean-Variance Spanning; Mean-Variance Criterion; Multi-Objective Portfolio Selection;

    Abstract : This paper studies whether the popularity of VIX ETPs can be explained by their suitability as portfolio diversifiers for retail investors having access to a typical set of ETFs. We first carry out an analysis from the perspective of investors with a quadratic utility function by employing the mean-variance spanning test and the mean-variance criterion. READ MORE

  4. 23. Value-Weighting on the Swedish Stock Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Atle Alkelin; Oskar Persson; [2017]
    Keywords : Value-Weighting OMXS ETFs Financial Turmoil; Business and Economics;

    Abstract : In this thesis, we use Bloomberg data to compute a metric developed by Bhattacharya & Galpin (2011) to examine the popularity of value-weighting on the Swedish stock exchange. After analyzing our data, we reach three conclusions in documenting that: (1) Value- weighting is becoming more popular over time. READ MORE

  5. 24. Smart Beta ETFs. Smart Investment or Smart Marketing?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kristin Kjellberg; Catinka Träger; [2017]
    Keywords : Smart Beta; ETFs; Factor Investing; Portfolio Manage;

    Abstract : Smart Beta is a relatively new investment strategy that builds further on theses such as factor investing and fundamental indexation. As of now, there are conflicting views of this strategy. Hence, in this paper, we aim to find an answer to whether Smart Beta is indeed smart or not. READ MORE

  6. 25. An Empirical Analysis of the Profitability of Technical Analysis Across Global Markets - The Case of Equities, Commodities and Foreign Exchange Rates

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nils Ekman; [2017]
    Keywords : Technical Analysis; Efficient Market Hypothesis; Equity Market; Commodity Market; Foreign Exchange Market; Business and Economics;

    Abstract : Four technical indicators are tested on 14 return-series, covering the years 2000 – 2016 and representing 3 different asset types: equity, commodity and currency, with a further division of equity into developed and developing markets. The indicators assessed are Moving Averages with fixed and variable holding periods, MACD, and RSI. READ MORE