Essays about: "Fund-of-Funds"

Found 4 essays containing the word Fund-of-Funds.

  1. 1. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    University essay from KTH/Matematik (Avd.)

    Author : Idun Cederberg; Ida Cui; [2023]
    Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE

  3. 2. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Sabina Colakovic; [2022]
    Keywords : Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

    Abstract : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. READ MORE

  4. 3. GP stakes in Private Equity: An Empirical Analysis of Minority Stakes in Private Equity Firms

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonatan Gustafsson; Erik Fogelström; [2020]
    Keywords : GP Stakes; Minority Stakes; Private Equity; Agency Conflicts; Difference-in-Differences;

    Abstract : This study examines the phenomenon of minority stakes in Private Equity firms ("GP stakes") and specifically the motives behind such deals and their fund-level impact on target firms. We use a unique dataset on GP stake deals between 1988-2020 to empirically analyze the motivations behind GP stakes using logit regressions and their fund level impact using a Difference-in- Differences (DiD) approach with fixed effects. READ MORE

  5. 4. The Catalysing Effect of Public Fund-of-Fund Investments

    University essay from Högskolan i Jönköping/IHH, Economics, Finance and Statistics

    Author : Louise Tollén; [1992]
    Keywords : Fund-of-Funds; Public investments; Venture Capital; European Investment Fund; riskkapital; offentliga investeringar; regionala fonder;

    Abstract : The amount of public money invested in the venture capital industry has increased sub-stantially over the last few decades. The goal is, in general, to facilitate growth in highly in-novative small and medium sized enterprises (SMEs) by securing their supply of capital in early stages. READ MORE