Publicação
Differences in performance between physical and synthetic exchange-traded funds
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Ottonello, Giorgio | |
| dc.contributor.author | Marto, Francisco Manuel Simões | |
| dc.date.accessioned | 2022-07-18T15:11:10Z | |
| dc.date.available | 2022-07-18T15:11:10Z | |
| dc.date.issued | 2022-01-12 | |
| dc.date.submitted | 2021-12-17 | |
| dc.description.abstract | This work studies the main differences in performance between traditional and synthetic exchange traded funds, based on a sample of twenty-two ETFs. The tests performed throughout this study demonstrate the higher ability of synthetic replicated funds to track the underlying index. Additionally, despite the effects of COVID-19 pandemic in ETFs performance, funds that follow a synthetic replication strategy keep tracking better than physical funds, and, moreover, present higher return values than their own benchmark. | pt_PT |
| dc.identifier.tid | 202997588 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/142021 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Asset management | pt_PT |
| dc.subject | Exchange-traded funds | pt_PT |
| dc.subject | Etfs performance | pt_PT |
| dc.subject | Tracking error | pt_PT |
| dc.subject | Synthetic | pt_PT |
| dc.subject | Physical | pt_PT |
| dc.title | Differences in performance between physical and synthetic exchange-traded funds | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | 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 | pt_PT |