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Enhanced Index Fund: Innovative Risk Control for Diverse Investor Risk | ||
| Interdisciplinary Journal of Management Studies | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 02 خرداد 1405 | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22059/ijms.2026.381996.677009 | ||
| نویسندگان | ||
| shahrzad derakhshan؛ farimah Mokhatab Rafiei* ؛ ali Husseinzadeh Kashan | ||
| Faculty of Industrial and Systems Engineering, Tarbiat Modares University, Tehran, Iran | ||
| چکیده | ||
| Enhanced Index Funds (EIFs) have become increasingly popular due to their ability to generate higher returns than the tracked index. This study introduces a customized EIF for the stock market, utilizing the blue-chip index, with the primary objective of generating superior returns while considering investors' risk tolerance. To effectively manage investment risk, a novel risk control index is developed, enabling regular assessment and appropriate measures to mitigate risk. The methodology aims to balance between risk and returns. Tradable funds were introduced to cater to different risk tolerance levels, providing investors with diversified options aligned with their risk appetites. The multi-NAV (Net Asset Value) fund structure is employed to lower operating expenses and improve returns, ultimately enhancing overall performance. The findings demonstrate that this approach yields returns proportionate to the level of risk undertaken. Remarkably, these returns surpass those achieved by the blue-chip index and the total stock market index, indicating the effectiveness of the proposed EIF strategy. Implementing the multi-NAV fund structure significantly enhances returns by mitigating operating costs. These results reinforce the importance of cost management in optimizing EIF performance and provide valuable insights for investors and financial practitioners seeking to maximize their returns in the dynamic market. | ||
| کلیدواژهها | ||
| Stock market؛ Financial risk management؛ Exchange traded funds؛ Risk control index؛ Enhanced index tracking | ||
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آمار تعداد مشاهده مقاله: 56 |
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