Performance Comparison of European Exchange Traded Funds (ETF) and Index Mutual Funds

Baumgartner, Oliver

ISBN 10: 3656406138 / ISBN 13: 9783656406136

Published by Grin Verlag, 2013

About this Item

Seller Inventory # I-9783656406136

Bibliographic Details

• Title: Performance Comparison of European Exchange Traded Funds (ETF) and Index Mutual Funds
• Publisher: Grin Verlag
• Publication Date: 2013
• Language: English
• ISBN 10: 3656406138
• ISBN 13: 9783656406136
• Binding: Soft cover
• Condition: New

About this title

Synopsis

Seminar paper from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1, University of Innsbruck, course: Risikomanagement, language: English, abstract: Nowadays exchange traded funds (ETFs) are getting more and more popular. Many investors believe that their risk-performance profile is better than ordinary index mutual funds. This seminar paper focuses on the real returns of both asset classes. It is based on a scientific paper written by Sharifzadeh et. al.(2012). The authors compared ETFs and index mutual funds which had quite the same composition. Additionally, they tested the risk-return profile of both, using the sharpe ratio. Interestingly, they found out that ETFs could not outperform index mutual funds and vice versa.