Essays about: "Smart Beta"

Showing result 11 - 13 of 13 essays containing the words Smart Beta.

  1. 11. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.

    University essay from Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik

    Author : Fredrik Kristoffersson; [2017]
    Keywords : Smart beta; smart beta strategy; portfolio strategy; risk transparency; indexing investing; CAPM; Stockholmsbörsen; systemic risk;

    Abstract : This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more transparent, and to explore if the constructed portfolios risk in terms of standard deviation significantly gets lower than for different benchmark indexes. The strategy could be used for investors who want to decrease their contribution to systemic risk, without sacrificing return. READ MORE

  3. 12. Smart Beta Investering Baserad på Makroekonomiska Indikatorer

    University essay from KTH/Matematisk statistik

    Author : Alexandra Andersson; [2015]
    Keywords : ;

    Abstract : This thesis examines the possibility to find a relationship between the Nasdaq Nordea Smart Beta Indices and a series of macroeconomic indicators. This relationship will be used as a signal-value and implemented in a portfolio consisting of all six smart beta indices. READ MORE

  4. 13. Smart Beta - index weighting

    University essay from KTH/Matematisk statistik

    Author : Oscar Blomkvist; [2015]
    Keywords : Smart beta; portfolio optimization; Sharpe ratio; equal weights; diversification; fundamental analysis; P E-ratio; performance; risk; trading cost; market impact.; Smart beta; portföljoptimering; Sharpe-kvot; likaviktad; diversifiering;

    Abstract : This study is a thesis ending a 120 credit masters program in Mathematics with specialization Financial Mathematics and Mathematical Statistics at the Royal Institute of Technology (KTH). The subject of Smart beta is defined and studied in an index fund context. READ MORE