Sökning: "thesis Hedge fund"

Visar resultat 1 - 5 av 38 uppsatser innehållade orden thesis Hedge fund.

  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. Does the Rise of Passive Investors Facilitate Hedge Fund Activism? An Empirical Analysis of Target Firm Value and Operating Performance

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Jan Gunell; Philip Linderum; [2020]
    Nyckelord :Hedge Fund Activism; Passive Investors; Corporate Governance; Firm Value; Operating Performance;

    Sammanfattning : Recent years have witnessed a concurrent development in U.S. stock ownership with a growing presence of passive investors and an increasing activity of hedge fund activism. This thesis addresses the question whether this development is related, and more specifically, whether the growth of passive investors facilitates hedge fund activism. LÄS MER

  4. 3. Modeling the evolution of market uncertainty- Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Annalisa Caros; [2019-07-02]
    Nyckelord :;

    Sammanfattning : This paper investigates, in a dynamic perspective, whether uncertainty about equity market returns can have implications on hedge fund portfolio decisions over time. Therefore, the thesis wants to ascertain if the risk originated by that uncertainty is an explanatory factor for cross-sectional differences in returns over time. LÄS MER

  5. 4. 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

  7. 5. Market Reactions to Hedge Fund Activism in Europe - An Empirical Study

    Kandidat-uppsats,

    Författare :Philip Linderum; Daniel Karlsson; [2018-06-26]
    Nyckelord :Corporate goverance; Hedge funds; Activism; Europe; Event studies;

    Sammanfattning : Activism is on the rise in Europe. In recent years, hedge funds have begun to target firms across the continent with the intent of generating profits through exercising shareholder rights to prompt change and address inefficiencies. LÄS MER