Sökning: "Gustaf Sävendahl"

Hittade 2 uppsatser innehållade orden Gustaf Sävendahl.

1. 1. Do they always hedge? Applications of quantile regressions to risk measurement across hedge fund strategies

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Gustaf Sävendahl; Oleg Pavlovskyy; [2017]
   Nyckelord :hedge funds; investment strategies; quantile regressions; factor exposures; risk;

   Sammanfattning : Extending previous work on quantile regression analysis of hedge fund returns, this thesis explores risk factor exposures across performance quantiles of 22 hedge fund strategies from 1994 to 2016. Specific characteristics of hedge funds are taken into consideration. LÄS MER

3. 2. Stock Herding among Swedish Mutual Fund Managers

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Gustaf Sävendahl; Gustaf Håkansson; [2016]
   Nyckelord :Herding; Mutual Funds; Active Fund Managers;

   Sammanfattning : The study uses new holding data from 93 Swedish equity funds with 78 distinct mutual fund managers to examine stock herding behaviour in Sweden. High levels of fund manager herding is found in the average stock when employing the method developed by Lakonishok et al. (1992). LÄS MER