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1. Stars of the North?: A quantitative study of alpha generation in Nordic hedge funds
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this paper, we investigate whether the managers of Nordic hedge funds produce excess risk-adjusted returns in terms of alpha, and discuss other risk-adjusted return measures. We also test whether certain characteristics of the funds, such as size and leverage, affect their risk-adjusted performance. LÄS MER
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