Sökning: "Hedge Fund Investment Strategies"

Visar resultat 1 - 5 av 31 uppsatser innehållade orden Hedge Fund Investment Strategies.

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. Operational Due Diligence of Hedge Funds: Evaluating The Risk of Fraud

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Stefan Igerud; Robin Andersson; [2019]
   Nyckelord :Hedge Fund; Fraud; Operational Risk; Institutional Investment; Short Track-record; Young Hedge Funds; Business and Economics;

   Sammanfattning : Aim: The aim of the thesis is to examine whether the current operational due diligence process encapsulates the most significant factors to assess the risk of fraudulent behavior prior to investing in a hedge fund, and also to analyze how the due diligence should be performed if a hedge fund lack a long track-record. Methodology: A qualitative multi-method approach was used. LÄS MER

4. 3. An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds

   Kandidat-uppsats,

   Författare :Ludwig Skogman; Sebastian Zettergren; [2017-06-30]
   Nyckelord :Hedge Funds; Hedging; Market Neautrality; GARCH; Financial instability;

   Sammanfattning : Market neutral is a widely-used investment style for hedge funds. By analysing a data set consisting of 7913 hedge funds, we assess their historical ability to stay neutral towards the U.S. equity market in terms of return and return volatility. LÄS MER

5. 4. PIPEs: Value Creation and Investor Identity

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

   Författare :Alexander Däubener; Theodora Alexe; [2017]
   Nyckelord :PIPE; Value Creation; Announcement Returns; Hedge Fund; Private Equity;

   Sammanfattning : Based on a sample of PIPE issuances by companies listed on major US exchanges between 2008 and 2013, this paper explores the connection between value creation and investor identity in PIPEs. In a novel study, the paper compares the target selection of hedge funds and private equity funds and monitors their subsequent effects on value, both at a shareholder and at a business level. LÄS MER

7. 5. 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