Essays about: "indexation"
Showing result 1 - 5 of 20 essays containing the word indexation.
-
1. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation
University essay from Göteborgs universitet/Graduate SchoolAbstract : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. READ MORE
-
2. Investigating the performance of fundamentally-weighted portfolios
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Market indices based on market capitalization have been argued to be the most mean-variance efficient for a long time. In recent years, this argument has been questioned and other methods of weighting portfolios have been suggested. One of these is the weighting by fundamental indexation. READ MORE
-
3. Alterations in the Liquidity Premium as an Effect of Exchange Traded Funds : A Study Performed on Nasdaq Composite between 1997 and 2016
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : Investors have historically demanded a return premium for taking on the risk of illiquidity both in terms of characteristic and systematic liquidity risk. Recent research have presented results suggesting that the liquidity premium is diminishing. READ MORE
-
4. A comparison between MongoDB & CouchDB on search performance : A comparative analysis
University essay from Högskolan i Skövde/Institutionen för informationsteknologiAbstract : When storing and handling Big Data sets a database management system (DBMS) can be implemented to administrate and query databases. The Swedish Internet is a big unstructured data set that contains all published Swedish Websites since the late 1990’s. NoSQL DBMSs such as MongoDB and CouchDB are particularly suited to store the Swedish Internet. READ MORE
-
5. Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : In recent decades, many investors have abandoned hopes of achieving above market returns through active management, and consigned themselves to passive investing in the form of market capitalization based portfolios. Using Swedish stock exchange data from 2002-2016, this thesis investigates if there is a way to harmonize the strengths of active management, yielding potential above market returns, and passive index investing, implying lower fees and transparency. READ MORE