Essays about: "Hedge Fund Investment Strategies"

Showing result 16 - 20 of 24 essays containing the words Hedge Fund Investment Strategies.

  1. 16. Optimal Pairs Trading Using Stochastic Control Approach---A Critical Evaluation

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Roman Galeev; Wang Ching Ho; [2010]
    Keywords : Pairs Trading; Market Neutral Strategy; Stochastic Control; Cointegration; Hedge Fund Investment Strategies; Stationarity; Technology and Engineering;

    Abstract : As of date, quantitative trading methods are a strong growing niche of trading. More and more sophisticated models are employed to chase investment opportunities. The question is whether this is over-engineering and if it adds value to practitioners. READ MORE

  3. 17. Sector Neutral Contrarian Strategies: - A study of short-term contrarian strategies in the Dow Jones STOXX 600

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Christoffer Geijer; Christofer Nordlander; [2009]
    Keywords : Short-term contrarian strategy; price reversals; industry effect;

    Abstract : This paper studies short-term contrarian strategies in the Dow Jones STOXX 600 between 1993 and 2008 taking on a sector neutral approach. The contribution to the literature is two folded. First, we investigate short-term contrarian strategies on an index covering 18 European countries. READ MORE

  4. 18. The acceleration of corporate bonds made by hedge funds

    University essay from Lunds universitet/Juridiska institutionen

    Author : Sara Sommansson; [2009]
    Keywords : Bankrätt; Law and Political Science;

    Abstract : Hedge funds have been a part of the financial markets since the 1940's. However, it is only during the last decade that they have gained the status as one of the more influential players on this market. Today hedge funds enjoy great interest from both investors and regulators. READ MORE

  5. 19. Is historical data a good estimate of the future risk of funds? - A study on the Swedish Hedge Fund market

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Martin Irding; Joacim Lydén; [2008-02-06T09:47:06Z]
    Keywords : Hedge funds; Risk; Regression; Prediction interval.;

    Abstract : Predicting the future is something that every person trading with financial instruments or commodities, which have prices that depend on a future demand, tries to do. The objective of this thesis has been to examine whether or not historical returns are a good way to measure a funds future risk. READ MORE

  6. 20. The Swedish Hedge Fund Industry : An Evaluation of Strategies, Risks and Returns

    University essay from IHH, Redovisning och finansiering

    Author : Martin Persson; Henrik Carlsson; Sofie Eliasson; [2008]
    Keywords : Hedge Fund; strategies; correlation; risk and return;

    Abstract : The purpose of this study is to analyze Swedish hedge funds in terms of pursued investment strategies, risks and returns. The study deals with a large number of quantitative data and delimitations were used to obtain a sample that better fulfills the purpose of this paper. READ MORE