Sökning: "Swedish Hedge Fund"

Visar resultat 1 - 5 av 33 uppsatser innehållade orden Swedish Hedge Fund.

  1. 1. A valuation of Swedish hedge fund performance

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Elis Grönqvist; Johan Wennerström; [2023-02-09]
    Nyckelord :;

    Sammanfattning : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. LÄS MER

  3. 2. Explaining the dynamics of exchange rate volatility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jacob Tjerneld; Hampus Lööw; [2022]
    Nyckelord :Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

    Sammanfattning : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. LÄS MER

  4. 3. Owning The Wave: Equity Ownership Structures and OMX-Stock Returns During the Covid-19 Crisis

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

    Författare :Robin Caminger; Edvin Nilsson; [2022]
    Nyckelord :Equity ownership structures; Blockholders; Ownership Concentration; Equity Identity;

    Sammanfattning : This paper examines if Swedish equity ownership structures provided corporate immunity to the Covid-19 crisis. Our paper shows that it is the joint effect of ownership concentration and equity identity that is an important determinant of firm value during an economic crisis. LÄS MER

  5. 4. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Amanda Ekstrand; Mateusz Musial; [2022]
    Nyckelord :;

    Sammanfattning : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. LÄS MER

  7. 5. Considering Tail Events in Hedge Fund Portfolio Optimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Josefin Bladh; Holm Greta; [2021]
    Nyckelord :Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

    Sammanfattning : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. LÄS MER