Sökning: "Market Neautrality"

Hittade 1 uppsats innehållade orden Market Neautrality.

  1. 1. 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