Essays about: "hedge fund thesis"
Showing result 1 - 5 of 33 essays containing the words hedge fund thesis.
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1. A valuation of Swedish hedge fund performance
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE
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2. Does the Rise of Passive Investors Facilitate Hedge Fund Activism? An Empirical Analysis of Target Firm Value and Operating Performance
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : Recent years have witnessed a concurrent development in U.S. stock ownership with a growing presence of passive investors and an increasing activity of hedge fund activism. This thesis addresses the question whether this development is related, and more specifically, whether the growth of passive investors facilitates hedge fund activism. READ MORE
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3. Modeling the evolution of market uncertainty- Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper investigates, in a dynamic perspective, whether uncertainty about equity market returns can have implications on hedge fund portfolio decisions over time. Therefore, the thesis wants to ascertain if the risk originated by that uncertainty is an explanatory factor for cross-sectional differences in returns over time. READ MORE
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4. Operational Due Diligence of Hedge Funds: Evaluating The Risk of Fraud
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Aim: The aim of the thesis is to examine whether the current operational due diligence process encapsulates the most significant factors to assess the risk of fraudulent behavior prior to investing in a hedge fund, and also to analyze how the due diligence should be performed if a hedge fund lack a long track-record. Methodology: A qualitative multi-method approach was used. READ MORE
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5. Market Reactions to Hedge Fund Activism in Europe - An Empirical Study
University essay fromAbstract : Activism is on the rise in Europe. In recent years, hedge funds have begun to target firms across the continent with the intent of generating profits through exercising shareholder rights to prompt change and address inefficiencies. READ MORE
