Sökning: "hedge fund styles"

Hittade 5 uppsatser innehållade orden hedge fund styles.

  1. 1. 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

  3. 2. Performance of hedge fund strategies in bull and bear markets

    Kandidat-uppsats,

    Författare :Emil Johnsson; Jesper Karlsson; [2016-07-06]
    Nyckelord :Financial Markets; Hedge Funds; Hedging; Institutional Investors; Rate of Return Analysis; Risk Hedging; Risk Return;

    Sammanfattning : Hedge funds use a wide variety of investment styles, although many people have the perception that they are a relatively homogenous group with similar strategies to generate returns. Understanding the differences in the risk and return structure of hedge fund strategies is crucial to making a good investment decision. LÄS MER

  4. 3. Hedge Fund Style Allocation : A Risk Adjusted Fund of Hedge Fund Perspective

    Uppsats för yrkesexamina på grundnivå, Institutionen för produktionsekonomi

    Författare :Patrik Adlersson; Patrik Blomdahl; [2005]
    Nyckelord :Business and economics; hedge funds; hedge fund styles; risk adjusted return; Sharpe ratio; prediction; portfolio optimization; Ekonomi;

    Sammanfattning : The purpose of the thesis has been to explore the use of hedge fund styles when constructing portfolios of hedge funds (i.e. funds of hedge funds). The central question is if the use of hedge fund styles can significantly explain and improve risk adjusted returns (characterized by Sharpe ratios). LÄS MER

  5. 4. Hedge Fund Style Analysis, Is an Index-Based Approach Viable?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Johannes Gustavsson; Johan Gunnarsson; Linnea Rydåker; [2005]
    Nyckelord :Hedge Fund; Return; Index; Style; Information-Asymmetry; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : This thesis aims to open the Pandora’s Box of hedge fund styles through an index-based style analysis. This information asymmetry is due to both less strict disclosure requirements and inherent nature of hedge funds. We employ a multiple unconditional linear regression model wherein 23 Swedish hedge funds are regressed on 10 style indices. LÄS MER

  7. 5. Kommunfullmäktigeledamöters sociala representation -en fallstudie i tre svenska kommuner av kön, ålder och etnicitet

    Magister-uppsats, Ekonomiska institutionen

    Författare :Matilda Håkansson; [2005]
    Nyckelord :Political science; Representation; Social representation; Kommunpolitik; Kommunfullmäktige; Statsvetenskap;

    Sammanfattning : The purpose of the thesis has been to explore the use of hedge fund styles when constructing portfolios of hedge funds (i.e. funds of hedge funds). The central question is if the use of hedge fund styles can significantly explain and improve risk adjusted returns (characterized by Sharpe ratios). LÄS MER