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You searched for subject:(Smart Beta). Showing records 1 – 12 of 12 total matches.

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NSYSU

1. Sie, Shin-cheng. Smart Beta Strategy with Technical Pattern Recognition and Machine Learning.

Degree: Master, Finance, 2017, NSYSU

 In this paper, a new kind of trend trading strategies was developed using the âPattern Recognitionâ in technical analysis, and sixteen specific patterns were added… (more)

Subjects/Keywords: Random Forest; Machine Learning; Smart Beta; Pattern Recognition; Trend Trading Strategies

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APA (6th Edition):

Sie, S. (2017). Smart Beta Strategy with Technical Pattern Recognition and Machine Learning. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522117-212752

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sie, Shin-cheng. “Smart Beta Strategy with Technical Pattern Recognition and Machine Learning.” 2017. Thesis, NSYSU. Accessed January 22, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522117-212752.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sie, Shin-cheng. “Smart Beta Strategy with Technical Pattern Recognition and Machine Learning.” 2017. Web. 22 Jan 2020.

Vancouver:

Sie S. Smart Beta Strategy with Technical Pattern Recognition and Machine Learning. [Internet] [Thesis]. NSYSU; 2017. [cited 2020 Jan 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522117-212752.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sie S. Smart Beta Strategy with Technical Pattern Recognition and Machine Learning. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522117-212752

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Kristianstad University

2. Mårtensson, Patrik. Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen  .

Degree: Faculty of Business, 2017, Kristianstad University

Den ständigt pågående debatten om aktiv respektive passiv förvaltning av fonder tycks aldrig upphöra. Det finns för- och nackdelar inom respektive kategori och vetenskapliga… (more)

Subjects/Keywords: Smart Beta; fundamental indexation; active and passive fund management; OMXS30; alternative indexation; Smart beta; fundamental indexering; aktiv och passiv förvaltning; OMXS30; alternativ indexering; Business Administration; Företagsekonomi

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APA (6th Edition):

Mårtensson, P. (2017). Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen  . (Thesis). Kristianstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-17953

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mårtensson, Patrik. “Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen  .” 2017. Thesis, Kristianstad University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-17953.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mårtensson, Patrik. “Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen  .” 2017. Web. 22 Jan 2020.

Vancouver:

Mårtensson P. Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen  . [Internet] [Thesis]. Kristianstad University; 2017. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-17953.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mårtensson P. Smart Beta : en studie om hur smart beta strategier presterar på den svenska börsen  . [Thesis]. Kristianstad University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-17953

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

3. Lu, Tai-Yuan. Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market.

Degree: Master, Finance, 2016, NSYSU

 Rapid development in recent years, index funds and exchange trade funds, ETF) fast, its transaction volume in the average daily trading volume month accounted for… (more)

Subjects/Keywords: Factor; Smart Beta strategy; Portfolio; Fund of Funds; Optimization Model; NaiÌve Model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lu, T. (2016). Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525116-213742

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lu, Tai-Yuan. “Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market.” 2016. Thesis, NSYSU. Accessed January 22, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525116-213742.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lu, Tai-Yuan. “Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market.” 2016. Web. 22 Jan 2020.

Vancouver:

Lu T. Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 Jan 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525116-213742.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lu T. Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525116-213742

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

4. Ferreira, Gabriel Wadih de Oliveira. Smart Beta : uma aplicação ao mercado de ações brasileiro.

Degree: 2015, Universidade do Rio Grande do Sul

O objetivo dessa dissertação é avaliar o desempenho do Ibovespa a partir de uma nova ponderação dos ativos utilizando estratégias Smart Beta baseadas no risco.… (more)

Subjects/Keywords: Mercado de ações; Smart beta; Desempenho; Portfolio optimzation; Volatilidade; Ibovespa; Ativos financeiros

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APA (6th Edition):

Ferreira, G. W. d. O. (2015). Smart Beta : uma aplicação ao mercado de ações brasileiro. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/132914

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ferreira, Gabriel Wadih de Oliveira. “Smart Beta : uma aplicação ao mercado de ações brasileiro.” 2015. Thesis, Universidade do Rio Grande do Sul. Accessed January 22, 2020. http://hdl.handle.net/10183/132914.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ferreira, Gabriel Wadih de Oliveira. “Smart Beta : uma aplicação ao mercado de ações brasileiro.” 2015. Web. 22 Jan 2020.

Vancouver:

Ferreira GWdO. Smart Beta : uma aplicação ao mercado de ações brasileiro. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2015. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10183/132914.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ferreira GWdO. Smart Beta : uma aplicação ao mercado de ações brasileiro. [Thesis]. Universidade do Rio Grande do Sul; 2015. Available from: http://hdl.handle.net/10183/132914

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

5. Hsieh, Yu-Chan. Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market.

Degree: Master, Finance, 2018, NSYSU

 In this research, Multilayer Perceptron (MLP) and Convolutional Neural Networks (CNN), belonging to Deep Learning, are designed as the investment models. Using Smart Beta factors… (more)

Subjects/Keywords: Stock Market Prediction; Smart Beta; Convolutional Neural Networks; Deep Learning; Multilayer Perceptron

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APA (6th Edition):

Hsieh, Y. (2018). Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-232624

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hsieh, Yu-Chan. “Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market.” 2018. Thesis, NSYSU. Accessed January 22, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-232624.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hsieh, Yu-Chan. “Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market.” 2018. Web. 22 Jan 2020.

Vancouver:

Hsieh Y. Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2018. [cited 2020 Jan 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-232624.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hsieh Y. Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-232624

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Guardiano, Carmelo. Livelli di pascolo, componenti volatili, antiossidanti e qualità del latte.

Degree: 2012, Università degli Studi di Catania

 The aim of this study was to evaluate the effect of pasture feeding and cow s breed on milk volatiles fingerprint and to examine the… (more)

Subjects/Keywords: Area 07 - Scienze agrarie e veterinarie; Aroma,Milk,Pasture,SMart Nose®,Vitamin E,Beta-Carotene,Pasture,Breed

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APA (6th Edition):

Guardiano, C. (2012). Livelli di pascolo, componenti volatili, antiossidanti e qualità del latte. (Thesis). Università degli Studi di Catania. Retrieved from http://hdl.handle.net/10761/1018

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Guardiano, Carmelo. “Livelli di pascolo, componenti volatili, antiossidanti e qualità del latte.” 2012. Thesis, Università degli Studi di Catania. Accessed January 22, 2020. http://hdl.handle.net/10761/1018.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Guardiano, Carmelo. “Livelli di pascolo, componenti volatili, antiossidanti e qualità del latte.” 2012. Web. 22 Jan 2020.

Vancouver:

Guardiano C. Livelli di pascolo, componenti volatili, antiossidanti e qualità del latte. [Internet] [Thesis]. Università degli Studi di Catania; 2012. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10761/1018.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guardiano C. Livelli di pascolo, componenti volatili, antiossidanti e qualità del latte. [Thesis]. Università degli Studi di Catania; 2012. Available from: http://hdl.handle.net/10761/1018

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

7. Chien, Tzu-chieh. Construction Smart Beta Style Indexes - with Application in Taiwan Market.

Degree: Master, Finance, 2016, NSYSU

Smart beta is popular concept to used abroad to establish passive portfolios. At present, there are more than 700 exchange traded products (ETP) all over… (more)

Subjects/Keywords: Minimum-Variance Portfolio; Equal Risk Contribution Portfolio; Smart Beta; Style Index; Maximum Sharpe Ratio Portfolio; Equal Weight Portfolio

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APA (6th Edition):

Chien, T. (2016). Construction Smart Beta Style Indexes - with Application in Taiwan Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529116-103551

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chien, Tzu-chieh. “Construction Smart Beta Style Indexes - with Application in Taiwan Market.” 2016. Thesis, NSYSU. Accessed January 22, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529116-103551.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chien, Tzu-chieh. “Construction Smart Beta Style Indexes - with Application in Taiwan Market.” 2016. Web. 22 Jan 2020.

Vancouver:

Chien T. Construction Smart Beta Style Indexes - with Application in Taiwan Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 Jan 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529116-103551.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chien T. Construction Smart Beta Style Indexes - with Application in Taiwan Market. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529116-103551

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Lapointe, Vincent. Essays on corporate social responsibility and socially responsible investment : Essais sur la responsabilité sociétale de l'entreprise et sur l'investissement socialement responsable.

Degree: Docteur es, Sciences économiques, 2013, Aix Marseille Université

Notre thèse traite des thématiques de la responsabilité sociétale des entreprises (RSE), de sa relation avec la performance économique et financière de l’entreprise, et de… (more)

Subjects/Keywords: Base des investisseurs; Coût du capital; Diversification; Investissement socialement responsable; Liquidité; Matrice de covariance robuste; Performance; Responsabilité sociétale de l’entreprise; Stratégies d’allocation alternatives ("smart beta"); Alternative allocation strategies ("smart beta"); Corporate social responsibility; Cost of equity capital; Diversification; Investor base performance; Liquidity; Robust covariances matrix; Socially responsible investment

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APA (6th Edition):

Lapointe, V. (2013). Essays on corporate social responsibility and socially responsible investment : Essais sur la responsabilité sociétale de l'entreprise et sur l'investissement socialement responsable. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2013AIXM1093

Chicago Manual of Style (16th Edition):

Lapointe, Vincent. “Essays on corporate social responsibility and socially responsible investment : Essais sur la responsabilité sociétale de l'entreprise et sur l'investissement socialement responsable.” 2013. Doctoral Dissertation, Aix Marseille Université. Accessed January 22, 2020. http://www.theses.fr/2013AIXM1093.

MLA Handbook (7th Edition):

Lapointe, Vincent. “Essays on corporate social responsibility and socially responsible investment : Essais sur la responsabilité sociétale de l'entreprise et sur l'investissement socialement responsable.” 2013. Web. 22 Jan 2020.

Vancouver:

Lapointe V. Essays on corporate social responsibility and socially responsible investment : Essais sur la responsabilité sociétale de l'entreprise et sur l'investissement socialement responsable. [Internet] [Doctoral dissertation]. Aix Marseille Université 2013. [cited 2020 Jan 22]. Available from: http://www.theses.fr/2013AIXM1093.

Council of Science Editors:

Lapointe V. Essays on corporate social responsibility and socially responsible investment : Essais sur la responsabilité sociétale de l'entreprise et sur l'investissement socialement responsable. [Doctoral Dissertation]. Aix Marseille Université 2013. Available from: http://www.theses.fr/2013AIXM1093

9. Kristoffersson, Fredrik. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.

Degree: Economics and Law, 2017, Mid Sweden University

  This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more… (more)

Subjects/Keywords: Smart beta; smart beta strategy; portfolio strategy; risk transparency; indexing investing; CAPM; Stockholmsbörsen; systemic risk; Business Administration; Företagsekonomi

…criticism of beta will come, followed up by a review of smart beta. 3.4.1 Beta Beta (β… …and illustrate risk differently have been done by using a smart beta strategy, which could… …studies that have investigated the performance of Smart beta portfolios compared to benchmark… …help from smart beta are different between many portfolios, but a common denominator is that… …who are using smart beta strategies takes starting point from, according to them, an… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kristoffersson, F. (2017). A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return. (Thesis). Mid Sweden University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-31050

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kristoffersson, Fredrik. “A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.” 2017. Thesis, Mid Sweden University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-31050.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kristoffersson, Fredrik. “A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.” 2017. Web. 22 Jan 2020.

Vancouver:

Kristoffersson F. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return. [Internet] [Thesis]. Mid Sweden University; 2017. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-31050.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kristoffersson F. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return. [Thesis]. Mid Sweden University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-31050

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Blomkvist, Oscar. Smart Beta - index weighting.

Degree: Mathematical Statistics, 2015, KTH

This study is a thesis ending a 120 credit masters program in Mathematics with specialization Financial Mathematics and Mathematical Statistics at the Royal Institute… (more)

Subjects/Keywords: Smart beta; portfolio optimization; Sharpe ratio; equal weights; diversification; fundamental analysis; P/E-ratio; performance; risk; trading cost; market impact.; Smart beta; portföljoptimering; Sharpe-kvot; likaviktad; diversifiering

…1.1 Background . . . . . . . . . . . . . . . . . . . . . 1.2 What is smart beta… …namely Salla Franz´ en, smart beta came up as a new portfolio strategy for which they needed… …What is smart beta? The phrase ”seeking alpha” is often heard or read in the context of… …the higher 1 likelihood of a greater return. Smart beta is not inferring that other… …strategies are ”dumb” beta, but perhaps simpler in comparison. Defining what smart beta actually… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Blomkvist, O. (2015). Smart Beta - index weighting. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168745

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Blomkvist, Oscar. “Smart Beta - index weighting.” 2015. Thesis, KTH. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168745.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Blomkvist, Oscar. “Smart Beta - index weighting.” 2015. Web. 22 Jan 2020.

Vancouver:

Blomkvist O. Smart Beta - index weighting. [Internet] [Thesis]. KTH; 2015. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168745.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blomkvist O. Smart Beta - index weighting. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168745

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Burger, Irma Helena. The portfolio construction implications of using various smart beta fundamentals and the fundamental-classification persistence of stocks.

Degree: MBA, Business Management, 2018, Stellenbosch University

 ENGLISH SUMMARY : South African investors have been slow to adopt the smart beta investment style as a new investment vehicle compared to their counterparts… (more)

Subjects/Keywords: Stockholders  – South Africa; Portfolio management  – South Africa; Smart beta investments; UCTD

…129 6.3.3 Optimal rebalancing frequency and the smart beta trade-off .................. 130… …132 6.4.1 Portfolio construction implications for smart beta fund managers .......... 132… …6.4.2 Index-tracking using a smart beta investment philosophy ...................... 133 6.5… …144 Annexure B: Smart beta investing as explained by BlackRock… …18 Figure 2.4 Smart beta drawing characteristics from active and passive strategies... 30… 

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APA (6th Edition):

Burger, I. H. (2018). The portfolio construction implications of using various smart beta fundamentals and the fundamental-classification persistence of stocks. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/103593

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Burger, Irma Helena. “The portfolio construction implications of using various smart beta fundamentals and the fundamental-classification persistence of stocks.” 2018. Thesis, Stellenbosch University. Accessed January 22, 2020. http://hdl.handle.net/10019.1/103593.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Burger, Irma Helena. “The portfolio construction implications of using various smart beta fundamentals and the fundamental-classification persistence of stocks.” 2018. Web. 22 Jan 2020.

Vancouver:

Burger IH. The portfolio construction implications of using various smart beta fundamentals and the fundamental-classification persistence of stocks. [Internet] [Thesis]. Stellenbosch University; 2018. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10019.1/103593.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Burger IH. The portfolio construction implications of using various smart beta fundamentals and the fundamental-classification persistence of stocks. [Thesis]. Stellenbosch University; 2018. Available from: http://hdl.handle.net/10019.1/103593

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Eliassen, Oliver. Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies.

Degree: Economics, 2017, Uppsala University

  In recent decades, many investors have abandoned hopes of achieving above market returns through active management, and consigned themselves to passive investing in the… (more)

Subjects/Keywords: Alpha; Abnormal Returns; Smart Beta; Fundamental Indexation; Market Model; Value Investing; Swedish Stock Exchange; Economics; Nationalekonomi

…behind this investment strategy was later referred to as fundamental smart beta investing. 2.5… …Fundamental Investing and Smart Beta Ever since Ross (1976) presented his study, where he… …volatility. What a smart beta investment strategy then offers is a rule-based and transparent… …Furthermore, several evaluations have been conducted on smart beta strategies (Amenc et al… …2.5.1 Criticism of Smart Beta Investing In his study Malkiel (2014) primarily argues… 

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APA (6th Edition):

Eliassen, O. (2017). Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-325919

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Eliassen, Oliver. “Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies.” 2017. Thesis, Uppsala University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-325919.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Eliassen, Oliver. “Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies.” 2017. Web. 22 Jan 2020.

Vancouver:

Eliassen O. Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies. [Internet] [Thesis]. Uppsala University; 2017. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-325919.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Eliassen O. Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies. [Thesis]. Uppsala University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-325919

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.