Sökning: "Fund-of-Funds"

Visar resultat 1 - 5 av 6 uppsatser innehållade ordet Fund-of-Funds.

  1. 1. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Idun Cederberg; Ida Cui; [2023]
    Nyckelord :Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Sammanfattning : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. LÄS MER

  3. 2. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Sabina Colakovic; [2022]
    Nyckelord :Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

    Sammanfattning : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. LÄS MER

  4. 3. GP stakes in Private Equity: An Empirical Analysis of Minority Stakes in Private Equity Firms

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

    Författare :Jonatan Gustafsson; Erik Fogelström; [2020]
    Nyckelord :GP Stakes; Minority Stakes; Private Equity; Agency Conflicts; Difference-in-Differences;

    Sammanfattning : This study examines the phenomenon of minority stakes in Private Equity firms ("GP stakes") and specifically the motives behind such deals and their fund-level impact on target firms. We use a unique dataset on GP stake deals between 1988-2020 to empirically analyze the motivations behind GP stakes using logit regressions and their fund level impact using a Difference-in- Differences (DiD) approach with fixed effects. LÄS MER

  5. 4. Investerarens guide till hedgefondsstrategier

    Kandidat-uppsats, Sektionen för ekonomi och teknik (SET)

    Författare :Niklas Bengtsson; Magnus Hylander; [2008]
    Nyckelord :Hedgefonder; Risk; Hedgefondsstrategier; Riskjusterad avkastning; Sharpekvot; Investerare; Capital Management; Finansiering;

    Sammanfattning : ABSTRACT TITLEThe investors guide to hedge fund strategies – A comparing study of hedge fund strategies on the Swedish market. COURSEBachelor Thesis in Finance KEYWORDSHedge funds, Hedge fund strategies, Swedish hedge fund market, Investors, Average return, Riskadjusted return The Thesis Investor’s general knowledge about hedge funds and hedge fund strategies, is compared to other investment alternatives low. LÄS MER

  7. 5. Systematisk riskexponering i svenska hedgefonder: Svenska hedgefonders exponering mot riskfaktorerna i Fung & Hsieh (2004) under perioden 2006-2007

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

    Författare :Erik Barkeling; [2008]
    Nyckelord :Asset-based style factor model; Cluster analysis; Hedge funds; Alternative beta; Fung-Hsieh;

    Sammanfattning : This paper aims to investigate the systematic risk exposure of Swedish hedge funds using a modified Fung & Hsieh (2004) asset-based style factor model. The results show that the average Swedish equity hedge fund and fund of funds had a significant positive exposure to the equity market portfolio and the spread between small cap and large cap stocks (SMB) during the sample period. LÄS MER