Essays about: "Oleg Pavlovskyy"

Found 1 essay containing the words Oleg Pavlovskyy.

  1. 1. Do they always hedge? Applications of quantile regressions to risk measurement across hedge fund strategies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustaf Sävendahl; Oleg Pavlovskyy; [2017]
    Keywords : hedge funds; investment strategies; quantile regressions; factor exposures; risk;

    Abstract : Extending previous work on quantile regression analysis of hedge fund returns, this thesis explores risk factor exposures across performance quantiles of 22 hedge fund strategies from 1994 to 2016. Specific characteristics of hedge funds are taken into consideration. READ MORE