Sökning: "Carl-Axel David"
Hittade 1 uppsats innehållade orden Carl-Axel David.
1. Do Swedish hedge funds outperform the market
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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