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Hittade 3 uppsatser som matchar ovanstående sökkriterier.

1. 1. A quantitative analysis of Nordic hedge fund performance during changing market conditions

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Nadja Zakharova; Olga Andersen; [2011]
   Nyckelord :abnormal return; multi-factor model; investment style; disturbed market conditions; performance persistence; Business and Economics;

   Sammanfattning : In this paper we investigate the performance of Nordic hedge funds in terms of their ability to earn abnormal returns during the period 2003-2011. We further test for the presence of short-term persistence during the period of disturbed market conditions. LÄS MER

3. 2. Hedging Effectiveness of Index Options in Sweden

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

   Författare :Janis Lazdins; Janis Kiploks; [2011]
   Nyckelord :Black-Scholes-Merton model; Regression-based hedge; Hedging errors; Hedging performance and effectiveness;

   Sammanfattning : We test hedging performance of five different hedging techniques of the OMX Stockholm 30 (OMXS30) call options. Four of the hedging techniques applied are based on the Black-Scholes-Merton (BSM) model and the fifth is a regression-based model that adjusts the original BSM Greeks. LÄS MER

4. 3. Dynamic Hedge Rations on Currency Futures

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Bartosz Czekierda; Wei Zhang; [2010-06-16]
   Nyckelord :;

   Sammanfattning : In the globalized economy many businesses are exposed to the foreign exchange risk in their daily trading activities. Exchange traded futures contracts are one of the instruments that are designed specifically to hedge such risk. LÄS MER