Essays about: "hedge fund styles"

Found 3 essays containing the words hedge fund styles.

1. 1. Does size have an impact on Nordic Hedge Funds Performance?

   University essay from

   Author : Axel Johansson; Robert Rohlén; [2021-06-30]
   Keywords : Nordic Hedge Fund Returns; Seven Factor Model; Excessive Returns; Risk Adjusted Alpha;

   Abstract : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. READ MORE

3. 2. Performance of hedge fund strategies in bull and bear markets

   University essay from

   Author : Emil Johnsson; Jesper Karlsson; [2016-07-06]
   Keywords : Financial Markets; Hedge Funds; Hedging; Institutional Investors; Rate of Return Analysis; Risk Hedging; Risk Return;

   Abstract : Hedge funds use a wide variety of investment styles, although many people have the perception that they are a relatively homogenous group with similar strategies to generate returns. Understanding the differences in the risk and return structure of hedge fund strategies is crucial to making a good investment decision. READ MORE

4. 3. 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