Sökning: "hedge fund of funds"

Visar resultat 1 - 5 av 82 uppsatser innehållade orden hedge fund of funds.

  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. Rational Exuberance: Hedge fund trading strategy in bubbles

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

    Författare :Jacob Gren; Elin Söderlund; [2022]
    Nyckelord :Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

    Sammanfattning : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. LÄS MER

  4. 3. Does size have an impact on Nordic Hedge Funds Performance?

    Kandidat-uppsats,

    Författare :Axel Johansson; Robert Rohlén; [2021-06-30]
    Nyckelord :Nordic Hedge Fund Returns; Seven Factor Model; Excessive Returns; Risk Adjusted Alpha;

    Sammanfattning : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. LÄS MER

  5. 4. Dumb and Dumber: A Study of Capital Flows and Cross-sectional Mispricing

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

    Författare :Johanna Lindegren; Marcus Hober; [2021]
    Nyckelord :Mispricing; Pricing anomalies; Hedge funds; Mutual funds; Retail investors;

    Sammanfattning : This study analyzes the role of smart money and dumb money in relation to cross-sectional mispricing of stocks, measured using eleven well-documented asset pricing anomalies. Further, we investigate whether dumber money is present in the market by examining the relationship between retail investor capital flows and mispricing in the cross section of stocks. LÄS MER

  7. 5. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Robin Nordström; Sepand Tabari; [2021]
    Nyckelord :Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

    Sammanfattning : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. LÄS MER