Sökning: "hedge fund managers"

Visar resultat 1 - 5 av 15 uppsatser innehållade orden hedge fund managers.

1. 1. 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

3. 2. Absolut avkastning på den nordiska hedgefondmarknaden : - En realitet eller önsketänkande?

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Fredrik Timell; Per Fahlén; [2012]
   Nyckelord :finans; hedgefond; absolut avkastning;

   Sammanfattning : Hedge funds’ importance within the financial system has during the most recent years increased dramatically. These special funds are unique instruments that differ from traditional mutual funds in a variety of ways, however especially in how they expect returns. LÄS MER

4. 3. Can Nordic Hedge Fund Returns be Replicated? - A Factor Replication of Nordic Hedge Fund Returns

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

   Författare :Julia Eberdal; Johan Hansson; [2012]
   Nyckelord :Hedge Funds; Factor Replication; Hedge Fund Replication; Clones;

   Sammanfattning : Research on the topic of replicating hedge fund returns has been around for more than a decade and has shown that a substantial portion of hedge fund returns can be attributed to a collection of risk premia of market returns, rather than any superior management skills of hedge fund managers. Focusing on Nordic hedge fund returns, we create replicating portfolios, or clones, to explore the low-cost, transparent, liquid and scalable world of replication. LÄS MER

5. 4. Strategy Distinctiveness of U.S. Equity Mutual Funds

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

   Författare :Matilda Elfving; Fredrik Helenius; [2012]
   Nyckelord :Mutual Funds; Strategy Distinctiveness; Active Management;

   Sammanfattning : According to basic economic principle, as more people are chasing a given return pattern, the profit from that pattern will eventually be mitigated. Using a simple model to compare a particular fund's return series with those of its peers, this study investigates whether managers standing out from the crowd can be said to possess more managerial skill, leading to subsequent superior performance. LÄS MER

7. 5. The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Henrik Dyrssen; Jakob Gloner; [2011]
   Nyckelord :Abnormal Returns; Conditional Model; Hedge Funds; Principal Components; PUT Write Index; Business and Economics;

   Sammanfattning : Numerous past studies investigating the performance of hedge funds suffer from two distinct problems: unreliable and biased return data inherent in virtually all databases and the use of static asset-pricing models. Using “indexes of indexes” for our hedge fund returns, both free of biases and highly representative, we investigate which risk factors investors are exposed to and whether hedge fund managers are able to consistently yield abnormal returns during the period February 1997 to January 2011. LÄS MER