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 |
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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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