Results 111 to 120 of about 9,046 (243)
ETF optimal portfolio volatility timing strategy
, 2018 碩士本文訴求重點在於以波動擇時策略探討股票、債券及黃金混合型ETF最適投資組合績效，在資產配置中股票與債券兩種資產經常呈現負相關，單一投資都不盡完美，可是二者相加卻是相對完美的投資組合。股、債分立單獨投資猶如單翼的天使，兩者彼此擁抱結合才能展翅高飛！ 本研究以連結SPDR標普500指數股票ETF(SPY)、iShares 7-10年期美國公債ETF(IEF)及SPDR黃金ETF(GLD)混合的ETF投資組合並採取波動擇時的投資策略，運用以指數權重的滾動方法估計資產報酬的波動度(簡稱為FKO模型 ...
陳建穎;Chen, Chien-Yin
core
Analysis of ETF pricing efficiency in China
, 2021 The study empirically examines the pricing efficiency of china 15 ETFs, trading on the Shanghai and Shenzhen stock exchange. The study covers a period of five years from 31st Dec,2015 to 31st Dec,2019.
Wang, Zhao
core
openLa tesi analizza l’uso degli ETF nella costruzione di portafogli previdenziali per i giovani investitori. Dopo aver illustrato le difficoltà previdenziali delle nuove generazioni, si esaminano le caratteristiche tecniche degli ETF in relazione alla ...
SCANFERLA, ELISA
core
, 1980 A three-day ETF Interim Design Review was conducted on July 23-25, 1980, at the Sheraton Potomac Inn in Rockville, Maryland. The intent of the review was to provide a forum for an in-depth assessment and critique of all facets of the ETF design by ...
Rutherford, P. H., Steiner, D.
core
Performance of Islamic and conventional exchange traded funds in Malaysia
ETFs have attracted many investors as one of the most innovative products of financial engineering. By virtue of the nascent nature of MyETF-DJIM Titan 25 and FBM 30ETF in Malaysia, comparative performance studies are essential during a financial crisis.
Diaw, Abdou +2 more
core
Portafolio de inversión en exchange traded funds (ETF ) de índices accionarios de mercados globales
, 2014 Los exchange traded funds (ETF) o fondos cotizados son fondos de inversión que se transan del mismo modo que las acciones en distintos mercados financieros alrededor del mundo.
Mesa-Mariscal, J. A. (Jorge Andrés) +1 more
core
Beta Estimates for Leveraged ETF [PDF]
Leveraged ETF are mandated to provide a multiple of the return on an index for intraday time periods. I present statistical estimates of beta for two leveraged ETF and one index at sampling rates from one to twenty five minute sampling. I find that beta is close to the leverage factor for sampling rates between ten and twenty five minutes, which ...
openaire +1 more source
The performance of ETFs aligned with sustainable development goals and ESG ETFs
, 2022 O objetivo desta dissertação é investigar o desempenho de ETFs ligados aos Objetivos de Desenvolvimento Sustentáveis (ODS) e “Environmental, Social and Governance” (ESG) ETFs em comparação com outros ETFs. O desempenho dos ETFs é avaliado face ao mercado global, de julho de 2010 a setembro de 2021.
openaire +1 more source
Effect of the Hole Diameter Ratio (d/H) on the Web Crippling Capacity of Pultruded GFRP U-Channels Under Temperature and Loading Conditions. [PDF]
Polymers (Basel)Soumbourou MA +3 more
europepmc +1 more source
Structural basis for EtfD-mediated coupling of β-oxidation and the respiratory chain in mycobacteria. [PDF]
EMBO JCourbon GM +5 more
europepmc +1 more source