Is there real value in investing in Smart Beta ETF funds?

dc.contributor.advisorQuinn, Andrewen
dc.contributor.authorSivaprakash, Vigneshen
dc.date.accessioned2016-02-19T15:27:00Z
dc.date.available2016-02-19T15:27:00Z
dc.date.issued2015
dc.description.abstractInvestors invest in asset markets to gain investment returns which obviously depend upon the level of risk they take. These investments create value only when the returns are recognised after management fees. One such kind of popular investment strategy, which claim to be less risky and provide excess returns (Alpha) by outperforming market indices with much lower management fees than Active Funds, and with only marginally higher fees than the Passive ETFs, are SB ETFs (Smart Beta Exchange Traded Funds). At the same time these funds have created many controversies, for example, how could an ETF possibly outperform its own benchmark Index? Are they just another technique to gain more fees for similar products? This research will explore the real value of SB ETFs to investors and the justification for their management fees with the help of traditional performance and risk assessment methods.en
dc.identifier.citationSivaprakash, V. (2015). Is there real value in investing in Smart Beta ETF funds? Masters Thesis, Dublin Business School.en
dc.identifier.urihttp://hdl.handle.net/10788/2852
dc.language.isoenen
dc.publisherDublin Business Schoolen
dc.rightsItems in Esource are protected by copyright. Previously published items are made available in accordance with the copyright policy of the publisher/copyright holder.en
dc.rights.holderCopyright: The authoren
dc.rights.urihttp://esource.dbs.ie/copyright
dc.subjectFinanceen
dc.titleIs there real value in investing in Smart Beta ETF funds?en
dc.typeThesisen
dc.type.degreelevelMBAen
dc.type.degreenameMBA in Financeen
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