Essays about: "Hedge Fund Investment Strategies"
Showing result 1 - 5 of 24 essays containing the words Hedge Fund Investment Strategies.
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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. 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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3. An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds
University essay fromAbstract : Market neutral is a widely-used investment style for hedge funds. By analysing a data set consisting of 7913 hedge funds, we assess their historical ability to stay neutral towards the U.S. equity market in terms of return and return volatility. READ MORE
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4. PIPEs: Value Creation and Investor Identity
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Based on a sample of PIPE issuances by companies listed on major US exchanges between 2008 and 2013, this paper explores the connection between value creation and investor identity in PIPEs. In a novel study, the paper compares the target selection of hedge funds and private equity funds and monitors their subsequent effects on value, both at a shareholder and at a business level. READ MORE
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5. Do they always hedge? Applications of quantile regressions to risk measurement across hedge fund strategies
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Extending previous work on quantile regression analysis of hedge fund returns, this thesis explores risk factor exposures across performance quantiles of 22 hedge fund strategies from 1994 to 2016. Specific characteristics of hedge funds are taken into consideration. READ MORE