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Dissertations / Theses on the topic 'ETF funds'

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Published: 4 June 2021

Last updated: 1 February 2022

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1

Veselovský, Eduard. "ETF fondy." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-73083.

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This thesis deals with exchange traded funds (ETFs). The goal is to explain how different kinds of ETFs work and to find out whether some of them operate inefficiently when it comes to following their benchmarks. The thesis describes the collective investments industry, characteristics and valuation of ETFs, and compares the performance of chosen commodity funds among themselves as well as to their benchmarks. The thesis reaches an interesting conclusion.

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2

Ribeiro, Vera Carneiro. "Pricing of exchange traded funds." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11721.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>ETFs are a relatively new investment product that allows investors to achieve the diversification of a mutual fund with the trading flexibility of a stock. This and other advantages have been drastically attracting investors over the last years; however, the price of this product is a topic that remains little explored. In this paper I introduce a panel data analysis of premiums/discounts of ETFs with similar characteristics. I find that some of

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3

Agapova, Anna. "Cross-Sectional Differences between Topic 1: Money Market Mutual Funds and their Role in the Mutual Fund Families. Topic 2: Innovations in Financial Products. Conventional Mutual Funds versus Exchange Traded Funds." Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/finance_diss/10.

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The first essay examines cross-sectional differences between money market mutual funds (MMMFs), in the context of the sponsoring fund family. While extant studies have shown that fund family characteristics impact the management of open-end equity mutual funds, results of this study’s analysis find that fund family characteristics also affect the management of MMMF assets, contributing to differences in the maturity of the fund’s holdings, expenses, and realized returns. I find that an MMMF is not simply a transitional account with a short-term low-risk investment objective, but rather, a crit

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4

Václavíček, Jakub. "Analýza výkonnosti vybraných podílových fondů a srovnatelných ETF fondů." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-192838.

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This thesis explains how ETF (Exchange Traded Fund) works and contains a comparative analysis of selected mutual funds (distributed in Czech Republic) net returns with comparable ETF funds investing into same equity category -- USA, World, European and emerging markets equities. The objective of the thesis is to find out if ETF funds can offer better net returns to the investor than common mutual funds.

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5

Posterro, Barry John. "Explorations of Trading Strategies for Leveraged Exchange-Traded Funds." Digital WPI, 2009. https://digitalcommons.wpi.edu/etd-theses/1086.

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"This paper describes our work in exploring trading strategies for the leveraged exchange-traded funds, Direxion Daily Financial Bull 3X (FAS) and Direxion Daily Financial Bear 3X (FAZ) over the first three quarters of 2009. Using minute-by-minute stock data we are able to verify the accuracy of these ETFs in regards to their target of the Russell 1000 Financial Index (RIFIN). We are then able to quantify the returns and risks involved with trading strategies that seek to exploit the ETFs objectives, specifically momentum trades, tracking-error discrepancy trades, and a combination of the tw

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6

Burck, Johan. "Reviewing Exchange Traded Funds : Market dimensional impacts on profitability." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-45037.

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Background: Ever since Sharpe, Treynor and Jensen advanced the methods of fund performance evaluation in the 60’s it has been a popular field of study in academia. As the intricacies of fund performance was untangled it became clear that paying for active management doesn’t yield higher cost adjusted returns. An Index investment strategy is the most sensible approach and it’s the associated cost which separate index vehicles. Exchange traded funds have risen as a competitor to the conventional index mutual fund but the research evaluating these is very scarce. The research conducted comparing

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7

March, Samique. "Three Essays on the Microstructure of Exchange Traded Funds." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/1011.

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Exchange traded funds (ETFs) have increased significantly in popularity since they were first introduced in 1993. However, there is still much that is unknown about ETFs in the extant literature. This dissertation attempts to fill gaps in the ETF literature by using three related essays. In these three essays, we compare ETFs to closed ended mutual funds (CEFs) by decomposing the bid-ask spread into its three components; we look at the intraday shape of ETFs and compare it to the intraday shape of equities as well as examine the co-integration factor between ETFs on the London Stock Exchange a

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8

Ruggins, Sarah Marie Elizabeth. "Building blocks : a historical sociology of the innovation and regulation of exchange traded funds in the United States, 1970-2000." Thesis, University of Edinburgh, 2018. http://hdl.handle.net/1842/29505.

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Between 1993 and 2016, the U.S. exchange traded fund (ETF) market has proliferated from one product worth $6.5 million USD to 1,455 products worth over $2 trillion USD. Despite its dramatic growth, the ETF market has yet to be the subject of sociological inquiry even though fields such as the social studies of finance have begun examining the origins of index derivatives (Millo 2007), options (MacKenzie 2006), hedge funds (Hardie and MacKenzie 2007), and foreign exchange markets (Knorr Cetina and Bruegger 2002). Thus, the purpose of this dissertation is to provide the first historical sociolog

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9

Bueno, Bruna Helena Belchior Machado da Silva. "The effects of OF ETF creation on the price efficiency of underlying stocks." Master's thesis, NSBE - UNL, 2012. http://hdl.handle.net/10362/9580.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>In this assignment I build an intuitive panel regression model, in order to achieve a clear isolation of the impact of the inception of the first Exchange Traded Fund created on the FTSE100 index on the price efficiency of its underlying stocks. The main finding of this analysis is that price efficiency at the individual stock market decreases after ETF introduction. Thus, the adverse selection hypothesis highlights the shift of liquidity trader

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10

Ribeiro, Eduardo Franco. "Uma contribuição à diversificação internacional de portifólios: um estudo dos fundos de índice negociados em bolsa - os ETF S "Exchange Traded Funds"." Pontifícia Universidade Católica de São Paulo, 2008. https://tede2.pucsp.br/handle/handle/1714.

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Made available in DSpace on 2016-04-25T18:40:35Z (GMT). No. of bitstreams: 1 Eduardo Franco Ribeiro.pdf: 581960 bytes, checksum: 0c20561d151693cda933516c6eb0c17b (MD5) Previous issue date: 2008-11-03<br>The phenomenom wich narrows and puts closer international relations around the world known as globalization has reached the development of financial markets. The Exchange Traded Funds (ETF´s) have also been involved on this process. Globalization has brought a wide exposure to international markets creating opportunities in several asset classes with lower costs and minimal investments, thu

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Bromé, Niklas, and Therese Möllevinge. "EXCHANGE TRADED FUNDS : en analys av tre svenska börshandlade fonders prestation i förhållande till aktivt förvaltade Sverigefonder." Thesis, Uppsala University, Department of Business Studies, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-113636.

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<p>Utifrån en historisk jämförelse av de tre äldsta svenska ETFerna undersöker vi huruvida svensknoterade ETFer är en bättre placeringsstrategi än aktivt förvaltade Sverigefonder. Studien genomförs med de fyra utvärderingsmåtten Sharpe Ratio, Treynor Ratio, Jensen’s alfa samt Information Ratio för att se om ETFer ger högre riskjusterad avkastning än jämförbara aktivt förvaltade Sverigefonder. De tre ETFerna, XACT OMXS30, XACT OMXSB och XACT OMXSBULL jämförs mot samtliga aktivt förvaltade Sverigefonder som har som strategi att investera i stora bolag listade på Stockholmsbörsen. Samtliga utvärd

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12

Oubenal, Mohamed. "Le processus social de légitimation des produits financiers. Le cas des Exchange Traded Funds (ETF) en France." Thesis, Paris 9, 2013. http://www.theses.fr/2013PA090021.

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L’objectif de cette thèse est d’étudier le processus social de légitimation des produits financiers en prenant comme exemple le développement des Exchange Traded Funds (ETF) en France. En dépit de la complexification de leur « dispositif de calcul » les encours des ETF ont connu une progression rapide. L'essor de ces innovations s'explique par l'effort de légitimation entrepris par les promoteurs. Contrairement à l'approche néo-institutionnaliste qui se focalise sur la dimension cognitive, nous partons des interdépendances pour comprendre le processus social de légitimation. Nous étudions ce p

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Faria, J??nior Jos?? Raymundo de. "Diversifica????o internacional de investimentos com a utiliza????o de Exchange-Traded Fund e Purchasing Managers' Index." FECAP - Faculdade Escola de Com??rcio ??lvares Penteado, 2014. http://132.0.0.61:8080/tede/handle/tede/362.

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Made available in DSpace on 2015-12-03T18:33:06Z (GMT). No. of bitstreams: 1 Jose_Raymundo_de_Faria_Junior.pdf: 1267452 bytes, checksum: 6a478b16fd990211249d441f2100f6b4 (MD5) Previous issue date: 2014-02-18<br>The objective of this research is to propose for high income Brazilian investors a model of dynamic allocation with international diversification that uses ETFs and the PMI manufacturing index. ETFs were selected from twelve countries, including the ETF equities in Brazil, EWZ. The portfolios were created with and without the EWZ and two procedures were adopted to weight the assets: (

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14

Musa, Arshad. "Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index." University of the Western Cape, 2015. http://hdl.handle.net/11394/4912.

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Magister Commercii - MCom<br>The notion of market efficiency posits that stock prices fully reflect all available information in a timely manner. The efficient market hypothesis (EMH) proposed by Fama (1970) systematically rules out the profitability of information driven investing, and implicitly promulgates a passive market capitalisation weighted investment strategy such as indexing. The appeal of passive strategies has largely been driven by the growth of passive tracking instruments, which allow investors to earn underlying index performance by purchasing a single security such as an exch

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Lindahl, Douglas, and Anders Wallstedt. "Spelar storleken roll? : En studie på ETF:er och dess underliggande kapitalvärde." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-145118.

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Börshandlade fonder (ETF:er) blir alltmer populära som spar- och investeringsalternativ. Antalet ETF:er och variationen av dessa ökar stadigt. Denna studie ser på ETF:er likställda aktier (ur ett värdepappersperspektiv) och syftar till att applicera momentumstrategier på den amerikanska ETF-marknaden, likt Jegadeesh och Titman (1993), för att testa sambandet mellan ETF:ers kapitalvärde och riskjusterad överavkastning, estimerat genom Jensens alfa. Med utgångspunkt från Banz (1981) som visar på samband mellan investeringar i småbolagsaktier och högre riskjusterad avkastning (än motsvarande inve

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Janková, Zuzana. "Hodnocení výkonnosti nemovitostních investičních a podílových fondů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2018. http://www.nusl.cz/ntk/nusl-377961.

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Diploma thesis deals with the evaluation and the comparison of the performance of mutual funds and investment funds with a focus on the real estate sector. The essence and principles of mutual funds, ETF and REIT are presented, and the resulting weaknesses and advantages. According to the selected indicators, the profitability, riskiness and expense of the investment opportunities are examined and investment recommendations for management of an investment company and potential retail investors are established.

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17

Pecha, Martin. "Obchodování s komoditami." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113597.

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The goal of this diploma thesis is to analyze the gold market and provide readers with the necessary information and context having an impact on the price of gold. The thesis consists of three chapters. First one deals in general with the commodity market and introduces the readers to commodity exchange issues such as trading commodities in commodity exchanges, motives of commodity trading as well as the specific characteristics of commodities. Second one concerns the detailed analysis of commodity investment tools that investors might use when they feel like getting an exposure to price movem

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18

Welch, Steven J. "Two Essays Relating to Mutual Fund Performance." ScholarWorks@UNO, 2007. http://scholarworks.uno.edu/td/590.

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In two unrelated papers, we examine different aspects of mutual fund performance and other issues. In the first chapter, we look at exchange-traded funds (ETFs) and how they differ from index funds in performance and tracking error. Using daily data and a more comprehensive sample than past research, we find abnormal returns associated with the ETFs are higher than the alphas of the index funds in most cases. The results are much more prevalent in funds that follow the S&P 500 than funds that do not. When examining the tracking errors, we find index funds are able to track their indexes

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19

Costella, Cecilia V. "Participatory Development in Social Funds: A Case Study of the Peruvian Social Fund." Thesis, University of the Western Cape, 2010. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_9273_1298890144.

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<p>This research aims to assess the role of Social Funds&rsquo<br>organizational and institutional characteristics for community participation processes in development projects. The research is based on a case study of the Peruvian Social Fund, FONCODES, and utilizes a qualitative data collection approach. It mainly relies on semi-structured interviews with FONCODES&rsquo<br>staff and community members, unstructured interviews with experts, and analysis of operational documents. The research concludes that several organizational and institutional characteristics affect community participation

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20

Ling, Leng. "Two Essays on Managerial Behaviors in the Mutual Fund Industry Essay 1: A Life-Cycle Analysis of Performance and Growth in U.S. Mutual Funds Essay 2: Can Mutual Fund Window-Dressing Promote Fund Flows?" unrestricted, 2008. http://etd.gsu.edu/theses/available/etd-06132008-144714/.

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Thesis (Ph. D.)--Georgia State University, 2008.<br>Title from file title page. Jason Greene, Gerald Gay, committee co-chairs; Harley Ryan, Conrad Ciccotello, committee members. Electronic text (93 p. : ill. (some col.)) : digital, PDF file. Description based on contents viewed Oct. 13, 2008. Includes bibliographical references.

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21

Antonov, Andrii, and Tobias Schirra. "Tracking down European Markets : Tracking Performance of ETFs and Mutual Index Funds." Thesis, Umeå universitet, Företagsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76238.

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In recent years, the financial service industry demonstrated substantial growth of Exchange Traded Funds (ETFs). Apart from offering access to new and more specific investment opportunities, many ETFs enter direct competition with conventional, already existing Mutual Index Funds. With 22,1% growth of assets over the past 5 years, the European market by now accounts for 19% of the global ETF market, while at the same time we observe a decline of cash flows to Mutual Index Funds. Given the recent development, index investors are likely to face a choice between ETFs and Mutual Index Funds offeri

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22

Enaw, Enih Ebot. "The effect of client affiliation on the performance attributions of fund managers in South Africa." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1250_1361990203.

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<p>This study seeks to evaluate the performance of unit trust managers based on their client affiliation classification. Worldwide, the number of investors investing in unit trusts is on the rise and increasingly they want to be able to evaluate the performance of the managers managing their funds so as to make better investment decisions. This increase in the asset size and number of unit trusts funds could be attributed but not limited to the low capital required for investment by small investors who before could not afford to invest in portfolios requiring large capital (Prather, Bertin, an

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23

Habtegabir, Eden, and Ann-Sophie Lindström. "Etiska fonder - ett etiskt dilemma?" Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-87740.

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Idag föreligger ett stort intresse för att placera i etiska fonder, men det råder delade meningar om vad en etisk fond innebär. Det finns ingen universell applicerbar kod utan det är upp till fondbolagen själva att definiera vad som är etiskt för dem. Det är således svårt att fastställa något entydigt begrepp för vad som kan anses vara etiskt eller inte då begreppet etik är såväl subjektivt och relativt samt varierar över tiden. Allt oftare uppdagas hur företag världen över kopplas till svåra missförhållanden eller är inblandade i oetiska verksamheter. Flera av dessa företag ägs indirekt av os

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Aragão, Diego Duarte de. "A eficiência da precificação e os erros de aderência dos exchange traded funds do mercado brasileiro." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/8574.

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Submitted by Diego de Aragão (diegodearagao@gmail.com) on 2011-09-05T18:22:11Z No. of bitstreams: 1 A Eficiência da Precificação e os Erros de Aderência dos ETFs do Mercado Brasileiro final.pdf: 570730 bytes, checksum: 3ba1b8eb71026ac807dc531f68512bd9 (MD5)<br>Approved for entry into archive by Gisele Isaura Hannickel (gisele.hannickel@fgv.br) on 2011-09-05T18:43:23Z (GMT) No. of bitstreams: 1 A Eficiência da Precificação e os Erros de Aderência dos ETFs do Mercado Brasileiro final.pdf: 570730 bytes, checksum: 3ba1b8eb71026ac807dc531f68512bd9 (MD5)<br>Approved for entry into archive by Gise

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Agapova, Anna. "Two essays on mutual funds." unrestricted, 2007. http://etd.gsu.edu/theses/available/etd-05182007-112450/.

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Thesis (Ph. D.)--Georgia State University, 2007.<br>Title from file title page. Jason T. Greene, committee chair; Vikas Agarwal, Conrad S. Ciccotello, Gerald D. Gay, committee members. Electronic text (102 p. : col. ill.) : digital, PDF file. Description based on contents viewed May 20, 2008. Includes bibliographical references.

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26

Gong, Yuhui. "Hedge Funds' Performance Fees and Investments." Digital WPI, 2017. https://digitalcommons.wpi.edu/etd-theses/410.

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The high-water mark provision in hedge fund managers' compensation raises concerns of investors, because they are worried about that fund managers would take unnecessarily high risk in the fund investment. In this paper, we theoretically analyze the optimal strategies for hedge fund managers who choose to maximize the expected power utility from fees in both discrete-time and continuous- time models. The results show that when approaching the fee payment date, hedge fund managers would take as much risk as they are allowed to in the fund investment. However, if hedge fund managers are given mo

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27

Leisher, Thomas Kai. "Exchange-Traded Funds: The Unknown Investment Opportunity." Wittenberg University Honors Theses / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=wuhonors1617280855446967.

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Hromková, Radka. "Financování z ESF." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222552.

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The diploma thesis is focused on choosing suitable method of funding purpose of village Březina. Possibility of obtaining grants is preferred. It summarizes knowledge about structural funds, operation program of Czech Republic and progress of obtaining grants. It includes specific proposal for obtaining grant and notice for potential barrier in the area request.

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Gantenbein, Christophe. "Drivers of the Exchange-Traded Funds (ETFs) Market - History, Analysis of the Current Market Situation and Future Development Is the traditional open-end indexed mutual Fund dead? /." St. Gallen, 2004. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/00637710001/$FILE/00637710001.pdf.

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Andhee, Avinash. "Exchange traded funds versus active and passive unit trusts : an economic perspective." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/29313.

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Exchange traded funds (ETFs) are a relatively recent financial innovation receiving much attention from investors and media due to its low administrative costs. Literature related to ETF performance presents no sizeable records as a result of its brief history.This study contributes to the literature on ETF performance by comparing ETFs to their respective tracking indices as well as to comparable passive unit trusts (PUTs) and active unit trusts (AUTs) after administrative costs. Data used involved ETFs that are derived from securities listed on the Johannesburg Stock Exchange (JSE) that trac

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Cheng, Ming Kit. "A study on the performance of passively-managed hedged ETFs." HKBU Institutional Repository, 2019. https://repository.hkbu.edu.hk/etd_oa/629.

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This study examines the performance of recently introduced passively-managed exchange-traded hedged funds (HETFs). Using data that cover the period 2008 to 2017 of all available HETFs under global macro and long-short classifications with sufficient number of observations, the study provides the most complete and update measure and documentation of the performance of these two fund categories. Little research has been done on HETFs' performance in despite of the rapid growth and expected future expansion of their market sizes, since the introduction of HETFs expands for ordinary investors inve

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Kalousková, Dita. "Financování z ESF." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-221784.

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The aim of this master thesis is to make the EU structural funds functioning clear and to show the possibilities of the European social fund utilization in 2007 - 2013 period. The thesis tries to cover systematically the regional policy issues - from its principal to the specific use of its instruments in order to fulfil set objectives. The thesis should give practical information and advice for potential grant applicants and also show the main risks and traps arising in every part of project cycle.

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Kaidussis, Nicolas, and Annie Kaidussis. "Aktiv Förvaltning, ett smart val? : en jämförelse mellan aktiv förvaltade svenska aktiefonder kontra index." Thesis, Södertörn University College, School of Business Studies, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-607.

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<p>Interest for Mutual funds has been enormous in Sweden and since 1970 has savings increased from 300 million SEK to about 900 billion SEK. An important reason for this increasing is the strong development of the stock markets has got and, the impairment of the public pension and the increasing of necessity of the private saving.</p>

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Lindberg, Johanna, and Jonathan Strååt. "Finns det ett samband mellan avgifter och avkastning hos fonder? : En kvantitativ studie av svenska aktiefonder 2007-2011." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18825.

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Purpose: The intention of this study is to distinguish if there is a correlation between mutual funds administration fee and their return. The study will also observe if there is a difference regarding the return between active and passive management fees. Method: The study is founded on a deductive approach because the study is based on existing theories. Quantitative research based on statistical data has been used. A correlation analysis has been applied to determine if there is a correlation between the chosen variables. Conclusion: The conclusion of the study is that activ

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Milani, Bruno. "O desvio do preço dos exchange-traded funds brasileiros: uma análise baseada na correlação local." Universidade Federal de Santa Maria, 2015. http://repositorio.ufsm.br/handle/1/3142.

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The Exchanged Traded Funds (ETFs) have become a widespread investment vehicle, with unique features that have not been sufficiently studied, especially when it comes to emerging markets ETFs. In addition, consolidated pricing models are not enough to analyze the dynamics of a type of fund that adds a new dimension to a traditional investment funds: a change in the price of shares traded on the stock exchange. Thus, ETFs have shares priced by supply and demand, that may present considerable discrepancies in relation to its book value, called Net Asset Value (NAV). The difference between the pri

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Sanchez, Codie Ann. "A pension manager’s view of exchange traded funds from São Paulo to Santiago." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/13310.

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Murray, Martha Hughes. "Initially Budgeted Stimulus Funds for Special Education by Local Education Agencies in East Tennessee." Digital Commons @ East Tennessee State University, 2011. https://dc.etsu.edu/etd/1343.

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The purpose of this study was to determine how Individuals with Disabilities Education Act (IDEA) Part B funds in the American Recovery and Reinvestment Act (ARRA) were initially budgeted for sustainable or unsustainable purposes by the 50 Local Education Agencies (LEAs) in East Tennessee in 2009-2010. Federal guidance for use of ARRA funds suggested funds should be spent quickly to create or save jobs and support education reforms. Thoughtful investment in order to avoid the funding cliff when ARRA funds ended was also stressed. The one-time funds presented a substantial increase in federal d

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Xu, Dan. "What Explains Performance Persistence of Corporate Bond Mutual Funds?" Diss., Tucson, Arizona : University of Arizona, 2005. http://etd.library.arizona.edu/etd/GetFileServlet?file=file:///data1/pdf/etd/azu%5Fetd%5F1034%5F1%5Fm.pdf&type=application/pdf.

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Štorková, Lucie. "Financování vzdělávacích aktivit podniku prostřednictvím ESF." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222777.

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The Human Resources and Employment Operational Programme is focused on minimization of unemployment by means of active policy on the labour market, professional education, reintegration of socially excluded citizens into society, improvement of public administration quality and international cooperation in the said areas.

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Choi, NakHyeok. "Government Capacity and the Acquisition, Implementation, and Impact of ARRA Funds." FIU Digital Commons, 2016. http://digitalcommons.fiu.edu/etd/2973.

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This dissertation examined transportation grants provided to states under the American Recovery and Reinvestment Act of 2009 (ARRA). Some states acquired more grants and utilized them in a timelier manner than others. This dissertation examined why this is the case, utilizing System Theory and Resource Based Theory as the intellectual framework. Human resource and financial resource capacities were viewed as the principal drivers of success and studying this managerially controllable variables underpin the analysis. Though many studies have examined ARRA since 2009, my dissertation is the firs

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Jalles, Diogo Oom de Sousa Tovar. "Weak-form efficiency of equity energy exchange traded funds." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10865.

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Mestrado em Finanças<br>O principal objetivo desta dissertação de final de mestrado é aferir se os Exchange Traded Funds (ETF) Energéticos são eficientes na forma fraca. Para o período compreendido entre 2008 e 2012 selecionámos todos os ETFs energéticos que são negociados no mercado de capitais dos Estados Unidos, com uma data de emissão anterior a 2008. A amostra selecionada é composta por 26 ETFs e foram usados os dados históricos dos preços diários para aplicar vários testes: testes de autocorrelação, testes de runs, testes de raízes unitárias admitindo quebras estruturais, análise de raíz

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Januska, Andrius. "Exchange traded funds pricing inefficiencies case of the ETFs tracking Dow Jones Industrial Average, NASDAQ-100 and S&P 500 Indexes /." abstract and full text PDF (free order & download UNR users only), 2007. http://0-gateway.proquest.com.innopac.library.unr.edu/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:1447614.

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Malo, Dominik. "Řízení volného kapitálu podniku na finančním trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2020. http://www.nusl.cz/ntk/nusl-416898.

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This diploma thesis deals with the management of free capital of a selected company on the financial market with a focus on mutual funds and ETFs. The result is the construction and analysis of the potential appreciation of the investment strategy interpreted through historical data and a comparison of the results with alternative options for the appreciation of financial capital, especially in the form of mutual funds.

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Enticott, Steven John, and n/a. "A critical evaluation of exchange traded option 'Delta' as a risk management tool for self-managed superannuation funds." Swinburne University of Technology, 2006. http://adt.lib.swin.edu.au./public/adt-VSWT20061117.125347.

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This research discusses the use of Delta in regulating the investment behaviour of the Trustees of Self-Managed Superannuation Funds (SMSFs) who use Exchange Traded Options (ETOs) in their investment strategies. An ETO represents a contract between two parties, giving the taker (the buyer) the right, but not the obligation, to buy or sell a parcel of shares at a predetermined price, on or before a predetermined date, to or from the writer (the seller). It is acceptable for SMSF Trustees to use ETO investments as part of their overall investment strategy, providing that leverage or mere specula

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Topudurti, Shruti. "Determinants of Flows Between Active and Passive Equity Investments." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1952.

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Active versus passive investing is a popular topic within the investment community and beyond. In particular, many are concerned with fund flows in and out of active and passive investments. Existing research suggests that recent returns are a reason for the capital flow from active to passive and that fees also impact flows negatively. With U.S. equity mutual funds as a proxy for active investing and U.S. equity ETFs as a proxy for passive investing, I show that prior month flows have a positive and significant relationship with current flows for both ETFs and mutual funds, as well as for flo

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El`Ghaouti, Valerie R. "The changing role of soft money on campaign finance reform the birth of the 527 and its consequences /." unrestricted, 2007. http://etd.gsu.edu/theses/available/etd-06072007-152512/.

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Thesis (M.A.)--Georgia State University, 2007.<br>Title from file title page. Michael Binford, committee chair; Daniel Franklin, Richard Engstrom, committee members. Electronic text (54 p. : ill. (some col.)) : digital, PDF file. Description based on contents viewed May 8, 2008. Includes bibliographical references (p. 52-54).

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Neff, Tyler Wesley. "How Well Do Commodity Based ETFs Track Underlying Assets?" Thesis, Virginia Tech, 2018. http://hdl.handle.net/10919/83498.

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Exchange Traded Funds are growing in popularity and volume, however academic literature related to their performance is limited. This study analyzes how well the CORN, WEAT, SOYB, USO, and UGA commodity ETFs track their respective futures assets during the period of January 2012 to October 2017. Tracking error in this study is evaluated through 4 approaches to measure error, bias, systematic risk, and error magnitude. Additionally, a mispricing analysis is conducted as an alternative form of error measurement Results indicate that tracking error is small on average, however CORN shows averag

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Bowen, Glenn A. "Social funds as a strategy for poverty reduction in Jamaica : an exploratory study." FIU Digital Commons, 2003. http://digitalcommons.fiu.edu/etd/2018.

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This study explored the relationship between social fund projects and poverty reduction in selected communities in Jamaica. The Caribbean nation's social fund projects aim to reduce "public" poverty by rehabilitating and expanding social and economic infrastructure, improving social services, and strengthening organizations at the community level. Research questions addressed the characteristics of poverty-focused social fund projects; the nexus between poverty reduction and three key concepts suggested by the literature - community (citizen) participation, social capital, and empowerment; and

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Daswa, Khumbudzo Ashley. "Perfomance evaluation of the tracking ability and pricing efficiency of Exchange Traded Funds (ETFS) in South Africa." University of the Western cape, 2016. http://hdl.handle.net/11394/5562.

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Magister Commercii - MCom<br>Since the listing of the Satrix 40 in November 2000, Exchange Traded Fund (ETFs) have grown to become an investment vehicle of choice amongst retail and institutional investors of the Johannesburg Securities Exchange (JSE). Albeit gaining such an enormous traction, investors' remains curious about ETFs ability to successfully replicate the movements of their target benchmark indices and also their capability to yield arbitrage profit opportunity through mispricing. In addition to that, investors are also interested to know whether ETFs as an index tracking investme

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Wolf, Diana Holmes. "Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model." Digital WPI, 2011. https://digitalcommons.wpi.edu/etd-theses/723.

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This paper describes our work pricing options in the binomial model on leveraged exchange traded funds (ETFs) with three different approaches. A leveraged exchange traded fund attempts to achieve a similar daily return as the index it follows but at a specified positive or negative multiple of the return of the index. We price options on these funds using the leveraged multiple, predetermined by the leveraged ETF, of the volatility of the index. The initial approach is a basic time step approach followed by the standard Cox, Ross, and Rubinstein method. The final approach follows a differe

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