Essays about: "hedge fund comparison"

Showing result 1 - 5 of 7 essays containing the words hedge fund comparison.

  1. 1. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    University essay from Umeå universitet/Företagsekonomi

    Author : Amanda Ekstrand; Mateusz Musial; [2022]
    Keywords : ;

    Abstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE

  3. 2. Differences in Value Creation - Hedge Fund versus Private Equity Activism - A cross-national comparison between Germany and Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Bjoern Henatsch; Korbinian Kummer; [2019]
    Keywords : Activism; Private Equity; Hedge Funds; Abnormal Returns; Value Creation;

    Abstract : Shareholder activism is on the rise all across the globe. Two of the most prominent and active players in the field are private equity investors and hedge funds. This paper analyzes announcement returns for a hand-collected sample of activist campaigns following the financial crisis in Germany and Sweden. READ MORE

  4. 3. Actively Managed Investments : A comparison of US hedge and equity mutual funds

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Erik Andrén; Oskar Fors; [2017]
    Keywords : Equity mutual funds; Hedge funds; Sortino ratio; Sharpe ratio; Fama-French three-factor model;

    Abstract : Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. READ MORE

  5. 4. HEDGE FUND PERFORMANCE IN SWEDEN - A Comparative Study Between Swedish and European Hedge Funds.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Agnes Malmcrona; Julia Pohjanen; [2016-01-22]
    Keywords : ;

    Abstract : The purpose of this thesis is to investigate the performance of Swedish hedge funds in relation to European hedge funds. Different strategies and characteristics will be analysed in order to enable the comparison. Quantitative data has been extracted to calculate risk and return measurements as well as to conduct multiple regressions. READ MORE

  6. 5. Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350

    University essay from IHH, Economics, Finance and Statistics

    Author : Donald Harding; [2012]
    Keywords : Hedge Fund; Value-at-Risk; GARCH; EGARCH; Filtered Historical Simulation; Equity L S; VaR; FHS VaR;

    Abstract : The purpose of this thesis is to examine whether Swedish Equity L/S hedge funds present a lower market risk than the index S&P Europe 350 over our holding period using a GARCH/EGARCH Value-at-Risk model. The sample consists of 96 monthly observa- tions between March 2004 and February 2012. READ MORE