Essays about: "Patrik Blomdahl"

Found 1 essay containing the words Patrik Blomdahl.

  1. 1. Hedge Fund Style Allocation : A Risk Adjusted Fund of Hedge Fund Perspective

    University essay from Institutionen för produktionsekonomi

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

    Abstract : 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). READ MORE