Index funds

The rest of this paper is organized as follows: In Section 2, previous studies related to risk measure are mentioned in the literature. Section 3 presents research methodology including AS index and EPM methodology which are applied for evaluating all ETF funds performance. Then, the result and discussion between them are compared in section 4. The final section will conclude.

9p leminhvu111 07-06-2024 0 0   Download

So you want to be an index investor. Or perhaps you want to be a better index investor. This book is for you — but not for you and you alone. Even an index-investing agnostic has plenty of reason to read Index Investing For Dummies. You see, the lessons of index investing — lessons learned since the first index funds were introduced about 35 years ago — are extremely important to all investors.

364p zizaybay1104 29-05-2024 2 2   Download

This paper explores the spillover effect and trading volume of Financial, Technology, and FinTech Exchange Traded Funds (ETFs) by using ARMA-GARCH model. The study finds significant interconnectedness and interdependencies between these ETF sectors and the stock market index, indicating the transmission of shocks and volatility. Market fluctuations plays a crucial role in influencing the ETF sectors, with negative shocks impacting volatility more prominently.

21p dathienlang1012 03-05-2024 0 0   Download

The improvement of society prosperity can only be achieved if the regional government has sufficient resources, both in the form of financial and non-financial resources. This study aims to examine the effect of government size and supply chain fiscal decentralization on prosperity. This research was conducted in all provinces in Indonesia in the 2014- 2018 period.

6p longtimenosee06 27-03-2024 3 2   Download

Ebook "Export and import price index manual: Theory and practice" cover many topics; they elaborate on the different practices currently in use, propose alternatives whenever possible, and discuss the advantages and disadvantages of each alternative. Given its comprehensive nature, the manual is expected to satisfy the needs of many users in addition to national statistical offices and international organizations, particularly businesses, policymakers, and researchers.

705p tuongnhuoclan 28-11-2023 6 2   Download

Ebook "The handbook of financial instruments" provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds.

862p tuongnhuoclan 28-11-2023 6 5   Download

Ebook Investments (Tenth edition): Part 1 presents the following content: Chapter 1 the investment environment; chapter 2 asset classes and financial instruments; chapter 3 how securities are traded; chapter 4 mutual funds and other investment companies; chapter 5 risk, return, and the historical record; chapter 6 capital allocation to risky assets; chapter 7 optimal risky portfolios; chapter 8 index models.

319p haojiubujain01 06-06-2023 4 3   Download

This thesis represents the first comprehensive study on the performance (raw and risk-adjusted), performance persistence, and market timing ability of the equity funds in Hong Kong Mandatory Provident Funds (MPF) scheme during the period 2001 – 2004. Regardless of the measure used (Jensen single-index alpha measure, Fama-French three-factor alpha measure, and modified Jensen alpha controlled by changes in exchange rates), US equity funds and Pacific-Basin excluding Japan equity funds, are found to consistently underperform relative to the market.

237p runthenight04 02-02-2023 1 1   Download

Management of financial institution: Lecture 24. The main topics covered in this chapter include: mutual funds; balanced funds; growth funds; index funds; sector funds; special funds; risk involving in mutual fund investment; low-level risk;... Please refer to the content of document.

53p tieuvulinhhoa 22-09-2022 10 2   Download

The study found that the Fund has not implemented, as well as, enforced its CSR; and recommended the adaptation of the Etekpe’s model of CSR measurement index to monitor and enforce compliance. The implication is that there is an urgent need for specific legislation on the practice of CSR to enhance corporate governance in the state and country.

13p mudbound 06-12-2021 11 1   Download

The aim of this study is to clarify the controversial relationship between banking sector developmentand economic growth for Vietnam. Thus, this paper will test the relationship between banking sector development and economic growth by using quarterly data of some banking sector indexes (credit facilities, depositor fund, banking capital and interest rate) and gross domestic product during period 2009 - 2017.

7p vijihyo2711 25-09-2021 8 1   Download

This study compares the price predictions of the Vanguard real estate exchangetraded fund (ETF) (VNQ) using the back propagation neural network (BPNN) and autoregressive integrated moving average (ARIMA) models. The input variables for BPNN include the past 3-day closing prices, daily trading volume, MA5, MA20, the S&P 500 index, the United States (US) dollar index, volatility index, 5-year treasury yields, and 10-year treasury yields. In addition, variable reduction is based on multiple linear regression (MLR).

16p mynguyenha 21-07-2021 18 1   Download

In view of above discussion, a multi-location on-farm evaluation of promising aerobic rice genotypes was carried out under farmers’ participatory mode in the four project adopted villages in Cuttack district under ―Asian Development Bank (ADB) funded collaborative research programme between IRRI, Philippines and Indian Council of Agricultural Research/Central Rice Research Institute, Cuttack.

7p angicungduoc8 07-11-2020 12 1   Download

This paper study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX.

13p covid19 19-04-2020 17 4   Download

Total factor productivity indicates the contribution of noninputs to the growth of agricultural productivity. In this study, the estimation of total factor productivity of millets in Karnataka and returns to investment in research in Karnataka is attempted. For the study, the time series data on the cost of cultivation was collected from farm management reports, published by Directorate of Agriculture, Government of Karnataka. The Tornqvist Theil index of TFP is used for measuring TFP growth. Regression analysis was employed to identify sources of TFP growth.

8p trinhthamhodang3 22-02-2020 22 0   Download

The market refers to the S&P 500 index, which is an important benchmark of U.S. stock performances, and “beating” the market means earning a return greater than the market. The historical average annual market return is approximately 10% since its inception in 1928.

20p vidonut2711 08-11-2019 31 2   Download

In this paper we evaluate the performance of nine mutual funds in the Republic of Serbia in the period 2011-2013 by integrating traditional approaches for measuring absolute efficiency and the selected multi-criteria decision-making methods for measuring relative efficiency.

30p danhnguyentuongvi27 19-12-2018 24 0   Download

part 2 book “fixed income analysis” has contents: valuation of interest rate derivative instruments, general principles of credit analysis, introduction to bond portfolio management, managing funds against a bond market index, portfolio immunization and cash flow matching,… and other contents.

376p tieu_vu14 15-08-2018 26 2   Download

(bq) part 1 book "investments" has contents: the investment environment, asset classes and financial instruments, how securities are traded, mutual funds and other investment companies, capital allocation to risky assets, optimal risky portfolios, index models, the capital asset pricing model,...and other contents.

352p bautroibinhyen21 14-03-2017 60 10   Download

Essentials of Investments: Chapter 11 - Managing Bond Portfolios presents Bond Pricing Relationships, Rules for Duration, Callable Bonds, Mortgage Backed Securities, Passive Managemen, Bond Index Funds.

39p maiyeumaiyeu22 12-12-2016 45 3   Download