From stability to Ukraine war: an investigation of passive and smart beta strategies in investment management

Favaron, Giacomo (A.A. 2023/2024) From stability to Ukraine war: an investigation of passive and smart beta strategies in investment management. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 108. [Master's Degree Thesis]

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Abstract/Index

Investment methods and indexes. Traditional methods. Multi-factor models. Overview and evolution of traditional indexes. ETFs. The rise of ETFs. The functioning of ETFs. The liquidity of ETFs. The costs of traditional ETFs vs ETFs smart beta. Managing smart beta ETFs. The smart beta factors. Data and methodology. Rationale of the experiment. MSCI indexes. Choice of ETFs. Performance analysis. Liquidity analysis.

References

Bibliografia e sitografia: pp. 103-108.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Advanced corporate finance
Thesis Supervisor: Murro, Pierluigi
Thesis Co-Supervisor: Altieri, Michela
Academic Year: 2023/2024
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 19 Dec 2024 14:05
Last Modified: 19 Dec 2024 14:05
URI: https://tesi.luiss.it/id/eprint/40710

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