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Dissertations / Theses on the topic 'Index investments'

Author: Grafiati

Published: 29 June 2021

Last updated: 29 July 2025

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1

Poon, Hing Chuen. "The performance of non-index individual stocks and stock portfolios relative to the index." HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/891.

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Extensive empirical evidence shows that passively managed index-tracking mutual funds and exchange-traded funds (ETFs) outperform actively managed portfolios. On the other hand, there are abundant findings that stocks admitted to an index outperform those deleted from the index. This study tests an issue that has been largely ignored in academic studies but is highly related to the above two seemingly disparate areas of researches. The paper examines the long-term performance of non-index individual stocks and stock portfolios relative to the index. The study proposes that the inclusion and ma

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2

Ahlvar, Mathias, and Fredrik Berg. "Investment companies as an investment – Could a person without experience from investments bee helped by the active ownership of investment companies?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-152601.

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In this essay we have been studying the development of investment companies that is traded at Mid Cap and Large Cap at the Stockholm stock market. We took out five investment companies at random from the mentioned markets above. We used these companies as benchmarking for the study. To measure the development we looked at the change in the stock price and the total yield over the given time period, we then compared these to three random portfolios of 8 stocks each and the index called Six-Return index. All the companies in the random portfolios have another type of owner structure and lack Inv

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3

Vega, Rengifo Beatriz de la. "Taxation on mining and hydrocarbon investments." Pontificia Universidad Católica del Perú, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/116765.

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This article comments the most important aspects of the tax treatment applicable to investments of mining and oil and gas industry. The document highlights the relevant tax topics of the general tax legislation(Income Tax Law) and the special legislation of both industries (General Mining Law and Hydrocarbons Organic Law).<br>Este artículo comenta los aspectos más relevantes del tratamiento tributario de las inversiones de la industria minera y de hidrocarburos, resaltando los puntos principales de la legislación tributaria general (Ley del Impuesto a la Renta) y sectorial (Ley General de Mine

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Deniz, Johannes, and Osarenkhoe Nicholas. "Stock performance in spinoffs : Do spin-offs perform better than the stockmarket index?" Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-145143.

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5

Lam, Ka-ming. "Overreaction in Asia-Pacific index futures markets." HKBU Institutional Repository, 2009. http://repository.hkbu.edu.hk/etd_ra/1070.

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6

Wessels, Daniel Rossouw. "Active investing versus index investing : an evaluation of investment strategies." Thesis, Stellenbosch : Stellenbosch University, 2004. http://hdl.handle.net/10019.1/49816.

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Thesis (MBA)--Stellenbosch University, 2004.<br>ENGLISH ABSTRACT: The two investment strategies, active and passive (index) investing, were evaluated by comparing the average performance of actively managed funds in the general equity category of the South African unit trust sector with its benchmark, the ALSI index. Various comparative methodologies were followed in the analysis and covered the period 1988-2003. When the upfront costs applicable to the active funds were excluded it was found that active funds on average outperformed the index benchmark. However, when including these costs th

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7

Zhang, Jian. "The impact of trade related investment measures in developing countries." Thesis, University of Hawaii at Manoa, 2003. http://proquest.umi.com/pqdweb?index=0&did=765888031&SrchMode=1&sid=6&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1209144977&clientId=23440.

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8

Amini, Moghadam Shahram. "Two Essays on Competition, Corporate Investments, and Corporate Earnings." Diss., Virginia Tech, 2018. http://hdl.handle.net/10919/82851.

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The general focus of my dissertation, which consists of two essays, is on how changes in the financial and economic environment surrounding a firm affect managerial incentives and firm policies regarding investment in physical capital, innovation, equity offerings, and repurchases. The first essay in my dissertation examines how product market competition affects firms' investment decisions. While competition among firms benefits consumers via lower prices, greater product variety, higher product quality, and greater innovation, recent studies provide evidence that competition has been declini

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9

Erikmats, John, and Johan Sjösten. "Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index Funds." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160941.

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Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste

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10

Vanderplank, Kevin N. "Share price response associated with additions to and deletions from the S&P ASX 200 share price index." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2009. https://ro.ecu.edu.au/theses/1895.

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In the 1970’s Managed Investment Funds began to source funds directly from the public for investment in the capital markets. The main selling feature of the funds was that they could accumulate a pool of investment capital which would then be invested to earn returns, through economies of scale, in excess of those that could be earned by the investors individually. Investors in managed funds usually benchmark the performance of their investments, and by default the performance of the fund managers, against the returns available on the index. So that they may at least mimic the return on the in

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11

Taboada, Pérez Fabio Arturo. "Scope of the Legal Stability Contracts of the Mining Sector: An Approach to the Additional Investments Not Foreseen in the Stability Contract." Derecho & Sociedad, 2015. http://repositorio.pucp.edu.pe/index/handle/123456789/118746.

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During the 90s, the Peruvian government implemented a series of economic and tax to promote investment in the country. This article, after almost two decades and with the assumption of the changes that have arisen, will make a brief review of the background to the enactment of Law No. 30230 with regard to new investments not provided for in the Legal Stability Contracts. From ment, will show how the Law N ° 30230 institutionalizes a misinterpretation of the rules governing legal stability contracts. Then, we will discuss the reasons why the current regulation is not an appropriate tool to prom

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12

Fernandes, MÃcio Amaral. "STUDY ON influences? NCIA DO? DEVELOPMENT INDEX HUMAN, P INVESTMENTS? Public and tax? RIA ON EXTIN? THE COMPANY IN BRAZIL." Universidade Federal do CearÃ, 2008. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=2620.

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nÃo hÃ<br>A extinÃÃo de empreendimentos apresenta uma infinidade de conseqÃÃncias paraas economias, dentre elas o custo social, ocasionado pelo desemprego, comotambÃm a perca de dinÃmica econÃmica, gerando expectativas nÃo otimistas no mercado, principalmente quando se verifica uma elevada quantidade de empresasfechando suas portas, cenÃrio que enfatiza o clima recessivo ou de crise. As causas apontadas pela literatura especializada indicam que a falta de habilidadeempresarial, alÃm dos fatores de mercado (conjunturais) sÃo elementos queexplicam o insucesso de muitos empresÃrios. Saindo do lad

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13

Heger, Levin, and Lisa Åkerman. "Momentum in ESG Indexes : A study on the passive capital flows effect on ESG stock prices." Thesis, Umeå universitet, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-185265.

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The aim with this thesis is to investigate whether increased capital flows to ESG screened indexes create higher price-to-earnings (P/E) ratios and momentum in the included stocks during the chosen time period of three years, from 2018 to 2020. The thesis will evaluate the capital flows to ESG indexes and compare both performance and P/E ratios between those and their corresponding Mother indexes. The study will also look at the development of capital flows, performance and P/E ratios separately in the four chosen geographical indexes; Global, Europe, US and Emerging Markets. The theoretical f

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Ouyang, Quinglin. "Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks." Thesis, KTH, Fastigheter och byggande, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-277084.

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Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four.The main results are that: (1)in the long run, direct residential invest

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15

Ho, Ching-ching Mary, and 何晶晶. "Socially responsible investment indices in Asian markets : merging stakeholder theories with social construction for improved index construction methodology." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/193511.

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The growth of the managed investment industry brings with it the potential for institutional investors to exert their influence on boards of listed companies to deliver strong and sustainable growth. The concepts of socially responsible investment (SRI), responsible investment (RI) or ethical investment (EI) have become part of mainstream investment practices in many financial markets. While SRI is largely a qualitative concept, its survival and adoption by the mainstream investment community may, in part, be due to the formalising of its concepts into language that investors, asset managers a

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Cueva, Chauca Sergio. "Legal aspects of the current mining situation and the impact of the package of new legislatives decrees in the mining activity." IUS ET VERITAS, 2017. http://repositorio.pucp.edu.pe/index/handle/123456789/122770.

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In this interview, Luis Carlos Rodrigo tells us about the new measures taken by the Government for unlock investments in order to invigorate the economy. Furthermore, he tell us about the participation of new entities in the granting of mining concession, the impact of these new measures in the mining formalization process, the effects of these in the administrative simplification and about relevant aspects uncontemplated by these rules.<br>En la presenta entrevista, Luis Carlos Rodrigo nos habla sobre las nuevas medidas adoptadas por el Gobierno para destrabar las inversiones con el objetivo

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17

Kubját, Jiří. "Posouzení investičního záměru autorizace nové značky pro společnost MOTORTEC spol. s r.o." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2012. http://www.nusl.cz/ntk/nusl-223719.

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This thesis deal with the judgement of investment intention for the company XYZ Ltd. The company XYZ operates as a authorized cars dealer for ___, ___, ___ and ___. The investment is planned for acquiring the sale authorization for a new brand and for the construction of a new building, which would include showroom and service spaces. The company plans on constructing the building on its own. The goal of the thesis is to evaluate possibilities for gaining authorization for one of six selected brands. The selected brands include A, B, C, D, E and F.

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18

Higa, Silva César, and Chung Víctor Saco. "Constitutionalization of international investment law: Indirect expropriation cases, fair and equitable treatment." Pontificia Universidad Católica del Perú, 2013. http://repositorio.pucp.edu.pe/index/handle/123456789/115320.

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The purpose of this paper is to explore the impact of international investment law rules in the Economic Constitutional Law, especially those included in investment chapters of Peruvian’s Free Trade Treaties. In particular, it is expected to demonstrate the following (i) International Investment Law is part of Peruvian Legal System; (ii) provisions of these laws are mandatory and should be applied domestically; and (iii) interpretation and implementation of this legal right should be executed consistently with domestic legal system and Peruvian international obligations. This agreed Interpreta

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19

Бурдюжа, І. О. "Оцінка інвестиційної привабливості адміністративно-територіальної одиниці (на прикладі Одеського регіону)". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Burdiuzha.pdf.

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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти інвестиційної привабливості Одеської області: розглянуто сутність інвестиційної привабливості; розглянуто принципи оцінки інвестиційної привабливості регіону; охарактеризовано методи та критерії оцінки інвестиційної привабливості регіону. Проаналізовано основні показники інвестиційної привабливості Одеського регіону, проведено розрахунок та проаналізовано інтегральний індекс інвестиційної привабливості Одеського регіону. Проведено аналіз динаміки індексу

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Tuesta, Madueño Arturo, and Chiroque Roberto Polo. "Notes to the Tax System of Public Works of Infrastructure and Public Services Concessions." Derecho & Sociedad, 2015. http://repositorio.pucp.edu.pe/index/handle/123456789/119109.

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In this report, the main Income Tax aspects related to the concessions of public infrastructure and of public services regulated by Supreme Decrete N° 059-96-PCM are analyzed. Hence, the applicable rules for investments made by the concessionaires and the treatment of self- sustained and co-financed concessions will be examined. To conclude this report, legislative changes that, in opinion of the authors would help provide greater security to the current regime on benefit of the Peruvian State and the investors, are suggested.<br>En este artículo se analiza el tratamiento para fines del Impues

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21

Koudelková, Petra. "Hodnocení finanční situace podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-222324.

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This master´s work deals with the evaluation of the financial situation in the company DEAS ltd. and it´s results. Evalution of the financial situation was done with the indexes of financial analysis. Events of this master´s work are specified solutions for improve market position and their possible implementation into the company.

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22

LaBarge, Andrea L. "Hawaii government's role in Japanese ownership of Hawaii hotels, 1970-1990." Thesis, University of Hawaii at Manoa, 2002. http://proquest.umi.com/pqdweb?index=0&did=765044491&SrchMode=1&sid=8&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1208551486&clientId=23440.

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23

Pepple, Christina L. "Foreign investment location screening using an investment index." Thesis, Kansas State University, 2012. http://hdl.handle.net/2097/14917.

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Master of Agribusiness<br>Department of Agricultural Economics<br>Vincent Amanor-Boadu<br>The purpose of this research was to develop a decision tool to identify and rank potential locations for making a greenfield investment in flour milling. The driving characteristics of the tool developed are transparency, reproducibility, specificity and clarity. Currently, the approach to selecting countries in which to invest is driven purely by ad hoc frameworks that often lack the characteristics driving this investment index tool. The investment index was designed to have three main components: m

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Nováková, Barbora. "Dopad ekonomické krize na stavební trh a aktuální trendy ve stavebnictví." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-261793.

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The diploma thesis Impact of the economic crisis on the construction market and the current trends in the construction sector focuses mainly on the development of the Czech construction market in relation to the economic crisis of 2008-2009, while looking for conjunctions with macroeconomic indicators. It also describes the following period of development of the construction sector with an emphasis on current trends. Exemplifying how this is implemented into practice, the diploma thesis includes a description of the activities of a group of companies called EBM Group.

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Eves, Alfred Christopher, University of Western Sydney, College of Law and Business, and of Construction Property and Planning School. "Developing a NSW rural property investment performance index." THESIS_CLAB_CPPP_Eves_A.xml, 2003. http://handle.uws.edu.au:8081/1959.7/810.

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This thesis is based on the analysis of all rural property sales transactions that occurred in NSW over the period 1990-2000 and is the first complete state wide analysis of a rural property market in Australia. Previous studies on rural land performance have been restricted in both limited time periods and limited location areas. The importance of rural property, as an investment asset has been recognised in the US and UK with both countries having a rural property performance index. These indices are similar in construction, quality and reliability as the commercial property, residential pro

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Šimčikaitė, Diana. "Tiesioginių užsienio investicijų plėtra Lietuvoje." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2010~D_20140626_200711-14990.

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ŠIMČIKAITĖ, Diana. (2010) Tiesioginių užsienio investicijų plėtra Lietuvoje. Magistro baigiamasis darbas. Kaunas: Vilniaus universiteto Kauno humanitarinis fakultetas. 99 p. SANTRAUKA RAKTINIAI ŽODŽIAI: tiesioginės užsienio investicijos, investicijas lemiantys veiksniai, TUI pritraukimas, mokestinės lengvatos, patrauklumo TUI indeksas. Dabartinėmis ekonominių procesų globalizacijos sąlygomis užsienio investicijų ir tarptautinio kapitalo judėjimo procesai daro vis didesnę įtaką tarptautinei prekių, paslaugų ir technologijų srautų kaitai. Pereinamosios ekonomikos šalims, tame tarpe ir Lietuvai,

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Eves, Alfred Christopher. "Developing a NSW rural property investment performance index /." View thesis, 2003. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20051125.144519/index.html.

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Gouveia, André Gonçalves Pinto de. "An alternative stock index for benchmarking portuguese investment funds." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10136.

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Mestrado em Finanças<br>O índice PSI 20 é o padrão de referência por excelência da Euronext Lisboa. No entanto, os gestores de fundos portugueses que investem em ações nacionais podem não ter a possibilidade de replicar a carteira do PSI 20, devido às restrições ao investimento impostas pela regulação europeia para os mercados financeiros, nomeadamente as Diretivas UCITS. Este trabalho vai analisar até que ponto estas limitações podem ser impeditivas da performance dos fundos de investimento. É feita uma caracterização da legislação aplicável, bem como do segmento de fundos de investimento em

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Stevenson, Michael. "The South African art index, 1971–1988." Thesis, University of Cape Town, 1988. http://hdl.handle.net/11427/23488.

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Nagy, Szabolcs, Małgorzata Sikorska, and P. G. Pererva. "Current evaluation of the patent with regarding the index of its questionnaire." Thesis, Національний авіаційний університет, 2018. http://repository.kpi.kharkov.ua/handle/KhPI-Press/36512.

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Shyriaieva, N. V., and Bilal Hussain. "Investment project evaluation methods overview." Thesis, Національний технічний університет "Харківський політехнічний інститут", 2018. http://repository.kpi.kharkov.ua/handle/KhPI-Press/43316.

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Acosta, Bernedo Otto Alonso, and Monteza Favio Montenegro. "Property taxation and real estate investment in Perú." THĒMIS-Revista de Derecho, 2017. http://repositorio.pucp.edu.pe/index/handle/123456789/108285.

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In the present article, the authors analyze the issues related to the Property Taxation on venues that have urban habilitation and/or buildingprojects.In order to accomplish that, the authors examine the basis of the right to build, describe the stages of the constructive administrative procedure as regulated in Law 29090 and, finally, comment on the recent precedent of the Tax Court whichregards the matter.<br>En el presente artículo, los autores analizan la problemática del Impuesto Predial respecto de predios que cuentan con proyectos de habilitación urbana y/o edificación. Para ello, los a

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Freire, Duarte Vaz. "Forecasting U.S. REIT index prices with artificial neural networks." Master's thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/22765.

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Mestrado Bolonha em Mathematical Finance<br>Artiﬁcial Neural Networks are innovative mathematical models that have re- cently gathered much attention as a new tool for forecasting in economics and ﬁnance. These algorithms are characterized by being able to handle vast amounts of data and solve complex problems, without the assumption of linearity often made by traditional models. This thesis investigates the use of this Machine Learning method for forecast- ing Real Estate Investment Trusts (REIT) prices and their movement. In this experiment, we make use of a 20-year data sample related to fo

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Sacks, Maxwell. "Neural Networks: Building a Better Index Fund." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1666.

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Big data has become a rapidly growing field amongst firms in the financial sector and thus many companies and researchers have begun implementing machine learning methods to sift through large portions of data. From this data, investment management firms have attempted to automate investment strategies, some successful and some unsuccessful. This paper will investigate an investment strategy by using a deep neural network to see whether the stocks picked from the network will out or underperform the Russell 2000.

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Huang, Chih-Hsiang, and 黃志祥. "Taiwan's Financial Stress Index and Stock Market Investments." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/81044356795845279868.

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碩士<br>國立雲林科技大學<br>財務金融系<br>103<br>With financial liberalization and globalization, financial transactions are getting more complexity and make the financial system instability factor increases. Once it becomes a financial crisis, the damage they will cause is deep and wide. If the financial crisis can be predicted in advance under the financial instability, the decision makers may have the opportunity to avoid or mitigate damage. In this study, the Taiwan Financial Stress Index (TFSI) is reference to the new country's financial stress index (Emerging Markets Financial Stress Index, EMFSI)

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Pin, Chuan Chen, and 陳品琄. "The Interrelationships among Foreign Investments,Trading Volume and Taiwan Stock Index Returns." Thesis, 2021. http://ndltd.ncl.edu.tw/handle/96106765480335942523.

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碩士<br>國立中正大學<br>財務金融研究所<br>93<br>Abstract The study focuses on the influence how the qualified foreign institutional investors on Taiwan stock market. Many studies find that the trading volume conveys market information in the dynamic interrelations of trading mechanism. Thus the paper uses trading volume as proxy for informed traders to examine whether they would affect the stock returns. So, this paper tends to test the interrelation and impact of foreign investments on the Taiwan’s stock market with Granger Causality Tests and Vector Autoregressive Model. Furthermore, the discussions among

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"A downside risk analysis based on financial index tracking models." 2003. http://library.cuhk.edu.hk/record=b5891530.

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Yu Lian.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.<br>Includes bibliographical references (leaves 81-84).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Literature Review --- p.4<br>Chapter 3 --- An Index Tracking Model with Downside Chance Risk Mea- sure --- p.12<br>Chapter 3.1 --- Statement of the Model --- p.13<br>Chapter 3.2 --- Efficient Frontier --- p.16<br>Chapter 3.3 --- Application of the Downside Chance Index Tracking Model --- p.29<br>Chapter 3.4 --- Chapter Summary --- p.34<br>Chapter 4 --- Index Tracking Models

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Mzamane, Tsepang Patrick. "Garch modelling of volatility in the Johannesburg Stock Exchange index." Thesis, 2013. http://hdl.handle.net/10413/10232.

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Modelling and forecasting stock market volatility is a critical issue in various fields of finance and economics. Forecasting volatility in stock markets find extensive use in portfolio management, risk management and option pricing. The primary objective of this study was to describe the volatility in the Johannesburg Stock Exchange (JSE) index using univariate and multivariate GARCH models. We used daily log-returns of the JSE index over the period 6 June 1995 to 30 June 2012. In the univariate GARCH modelling, both asymmetric and symmetric GARCH models were employed. We investigated volat

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Lawa, Emmanuel. "An analysis of the effect of managerial overconfidence through corporate investments on share price : evidence from some FTSE/JSE Top 40 index companies." Thesis, 2017. http://hdl.handle.net/10321/2559.

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Submitted in partial fulfillment of the requirements for the degree of Masters of Management Sciences Business Administration, Durban University of Technology. Durban, South Africa, 2017.<br>The discipline of corporate finance has undergone numerous transformations over the past two-and-a-half decades. One such change has been in the area of corporate finance. Driven by certain behavioral biases, it has been observed that managers sometimes make subjective decisions that do not always follow the norms of traditional corporate finance. One such behavioral influence is overconfidence or optimism

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Solanki, Kamini Narenda. "Investor sentiment as a factor in an APT model: an international perspective using the FEARS index." Thesis, 2017. https://hdl.handle.net/10539/24146.

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A thesis submitted to the School of Economic and Business Sciences, Faculty of Commerce, Law and Management, University of the Witwatersrand in fulfilment of the requirements for the degree of Master of Commerce (M.Com) in Finance, Johannesburg June 2017<br>Traditional finance theory surrounding the risk-return relationship is underpinned by the CAPM which posits that a single risk factor, specifically market risk, is priced into asset returns. Even though it is a popular asset pricing model, the CAPM has been widely criticised due to its unrealistic assumptions and the APT was developed to ad

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Devonport, Mathew Robin. "The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index." Thesis, 2014. http://hdl.handle.net/10210/9627.

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M.Com. (Financial Management)<br>This paper studies the effects of bull and bear market states on the profitability of a momentum investment strategy. That is, a strategy that buys past winners and sells past losers is simulated over the period 3 July 2002 to 8 August 2012 and its profitability is reviewed in light of bull and bear sub-periods. Such an investment strategy has been shown to yield abnormal returns in several markets around the world, including the South African stock market. By doing so, these studies challenge the efficient market hypothesis, a central and widely accepted hypot

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Mohammadzadeh, Susan. "Comparison of Long-term Investments in Single-family Housing with Stocks, and Fixed-income Securities Markets." Thesis, 2010. http://hdl.handle.net/1807/25864.

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The historical long-term volatility and return on investment in single-family dwellings was investigated and compared with investments in equity, bonds and T-bill markets. Total return index for equity and fixed-income security indices were obtained from available sources, of course, a proper index for measurement of long-term changes in house prices was unavailable. In an effort to measure the house price changes, a relatively homogeneous pool of houses in the downtown Toronto area was selected and its price tracked over the study period of 44 years. Inflation rate affects the return of inves

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Chen, Ting-Yuan, and 陳定遠. "The Feasibility of Using Stock Index Futures to Replace Passive Equity Investments--Evidence of TAIEX Futures and Taiwan 50 ETF." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/37j6tt.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>104<br>For most of people, the concept of futures trading is mostly speculation or hedging, however, the stock index futures was trading in a recognition of some amount of contracts, its' rights and obligations are not much different from trading many kinds of securities or beneficiary certificates. Thus, when the investors want to build a portfolio to track a stock index, they can buy a basket of stocks directly, or can also buy the index tracking ETF, or even can buy the stock index futures. This article is to explore the question: If the investors want to d

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Fragateiro, Ana Rita Chorão. "To “sin” or to be ethical? : comparing the performance of FTSE4Good index with sin stocks." Master's thesis, 2020. http://hdl.handle.net/10400.14/31883.

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This study focuses on the differences between being a socially responsible investor and a vice investor by investigating the performance of the FTSE4Good index and compare it with the performance of a “sin” portfolio. The dataset includes stocks from the European and American market over the period of 2001-2019. The results reveal that FTSE4Good portfolios outperform when compared with appropriate benchmarks. Additionally, by employing different models, the findings point out to a superior performance in the European “Sin” portfolio. Consistent with previous evidence, the results do not show a

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Lee, Hsiu-Li, and 李秀利. "The Sustainable & Responsible Investment index." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/f7vh3v.

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碩士<br>銘傳大學<br>財務金融學系碩士在職專班<br>93<br>Up and until now, none of domestic Mutual funds follows the socially responsible investing methodology in Taiwan. Lack of academic researches and practical operating experience prompts this research study of SRI. This research intends to bring together the relative knowledge and experience of SRI, and hopefully the end result of this research can eventually make known the invaluable corporate social responsibility to public investors, asset management companies and industry enterprise. As result, we expect in lieu of this invaluable attributes, Financial Sup

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Dickson, Samuel, and 迪生山姆. "Investment Strategy Utilizing the Volatility Index." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/52022068615259021033.

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碩士<br>國立中山大學<br>企業管理學系研究所<br>101<br>This thesis is an investment strategy that seeks to profit from increases in market volatility. There have been several boom and bust cycles during the past fifteen years and volatility is projected to continue forward as a result of global asset misallocation and challenges stemming from debt liquidity. Volatility is measured by the Chicago Board of Options Exchange VIX volatility index. A proposed mean reversion strategy uses the VIX as a contrarian indicator of hope and fear to time decisions at extreme levels that have been determined through statisti

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Mou, Yiqun. "Limits to Arbitrage and Commodity Index Investment." Thesis, 2011. https://doi.org/10.7916/D8H41ZDD.

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The dramatic growth of commodity index investment over the last decade has caused a heated debate regarding its impact on commodity prices among legislators, practitioners and academics. This paper focuses on the unique rolling activity of commodity index investors in the commodity futures markets and shows that the price impact due to this rolling activity is both statistically and economically significant. Two simple trading strategies, devised to exploit this market anomaly, yielded excess returns with positive skewness and annual Sharpe ratios as high as 4.4 in the period January 2000 to M

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Chu, Chih Ta, and 朱志達. "Portfolio optimization models for enhanced index investment." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/12486939618119544503.

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碩士<br>國立政治大學<br>應用數學研究所<br>98<br>Setting up an index fund usually uses techniques of index-tracking that choosing few stocks forming a portfolio to obtain the same return rate as the benchmark index. Similarly we can use the same concept to set up a portfolio such that the performance is better than index’s. In this thesis we use index-tracking methods and minimax rule to obtain a portfolio which outperforms the benchmark index. In the proposed mathematical model we will consider the transaction costs, integer trading unit volume, and the total number of assets in the portfolio. Therefore

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LIU, MICKEY, and 劉生璋. "Stock Index Futures -Theories and International Investment." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/99987599185626582864.

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Fan, Chih-Hsien, and 范志先. "A Study of Investment Performance Evaluation of Social Responsibility Index and Evil Index." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/90215620898672794407.

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碩士<br>清雲科技大學<br>國際企業管理研究所<br>97<br>With the enhancement of environmental awareness of all the "social responsibility" and that gradually importance, however, the subject of investors to invest is a different attitude. "Index of social responsibility," pointed out that investors will focus on labor-management relations, respect for human rights, attention to environmental protection and reduce the depletion of natural resources for its investment in securities of companies subject, while the "evil index" is devoted to investment in tobacco, alcohol, arms and other related securities aggregate i

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