In this diploma thesis we gather information on European mutual funds and ETFs that would help to inform the decision of an investment manager. We cre-ated OLS models for three types of mutual funds - money market, bond and equity – to demonstrate a relationship between funds' volatility and their annualised return. We then utilised VAR models to test Granger causation between an ETF and its tracking index using their net asset value.
Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:429171 |
Date | January 2019 |
Creators | Tuchyňová, Barbora |
Source Sets | Czech ETDs |
Language | Slovak |
Detected Language | English |
Type | info:eu-repo/semantics/masterThesis |
Rights | info:eu-repo/semantics/restrictedAccess |
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