Essays about: "David De Man Lapidoth"

Found 1 essay containing the words David De Man Lapidoth.

  1. 1. Do Swedish hedge funds outperform the market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : David De Man Lapidoth; Carl-Axel Yllner; [2007]
    Keywords : Hedge funds; Time series regression; Asset pricing model; Performance measure; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Using return data during the period February 2004 to January 2007 we examine abnormal performance for 16 Swedish hedge funds. In order to do this we estimate individual Jensen alphas employing three different asset pricing models; the CAPM, the Fama-French three-factor model and a conditional six-factor model. READ MORE