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The Efficiency of Structured Equity Products as Investment Vehicles

Hultqvist, Hanna Maria Christina; Mendizabal, Carlos Enrique Chavez
Master thesis
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http://hdl.handle.net/11250/2621434
Issue date
2019
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  • Master of Science [835]
Abstract
In this paper we find that in the Swedish market principal protected notes (PPN) or

an alternative replicating strategy of such kind, can be an adequate investment

vehicle for retail investors with different sources of liquidity in periods of stable

volatility and low interest rates. We assessed the fair value of such notes and

compared the offered participation rates by the issuing financial institutions and

found tendencies of overpricing for the index PPN at issuance. Our results illustrate

how in addition of the capital protection, this type of structured products can be as

profitable or more than other alternative investing choices.
Description
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2019
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Handelshøyskolen BI

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