Sökning: "Carl-Axel Jensen"

Hittade 1 uppsats innehållade orden Carl-Axel Jensen.

  1. 1. Do Swedish hedge funds outperform the market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :David De Man Lapidoth; Carl-Axel Yllner; [2007]
    Nyckelord :Hedge funds; Time series regression; Asset pricing model; Performance measure; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : Using return data during the period February 2004 to January 2007 we examine abnormal performance for 16 Swedish hedge funds. In order to do this we estimate individual Jensen alphas employing three different asset pricing models; the CAPM, the Fama-French three-factor model and a conditional six-factor model. LÄS MER