Sökning: "Annalisa Caros"

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  1. 1. Modeling the evolution of market uncertainty- Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Annalisa Caros; [2019-07-02]
    Nyckelord :;

    Sammanfattning : This paper investigates, in a dynamic perspective, whether uncertainty about equity market returns can have implications on hedge fund portfolio decisions over time. Therefore, the thesis wants to ascertain if the risk originated by that uncertainty is an explanatory factor for cross-sectional differences in returns over time. LÄS MER