Essays about: "Hedge Fund Investment Strategies"

Showing result 6 - 10 of 24 essays containing the words Hedge Fund Investment Strategies.

  1. 6. Actively Managed Investments : A comparison of US hedge and equity mutual funds

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Erik Andrén; Oskar Fors; [2017]
    Keywords : Equity mutual funds; Hedge funds; Sortino ratio; Sharpe ratio; Fama-French three-factor model;

    Abstract : Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. READ MORE

  3. 7. Currency Exposure and Hedging Strategies for Limited Partners Investing in Private Equity

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Caroline Holtsjö; Carl Åkerlind; [2017]
    Keywords : Currency Exposure; Hedging; Private Equity; Limited Partners; Foreign Exchange Rates;

    Abstract : This paper sets out to examine how limited partners investing in private equity should define currency exposure and whether they should hedge it or not. To our knowledge, no previous research has investigated this field. The subject is important since foreign investments in private equity are increasing. READ MORE

  4. 8. 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

  5. 9. A Sheep in Wolf's Clothing? A Comparative Analysis of Alternative Mutual Funds and Hedge Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Paolo Frazzarin; Jorge Lobo Martin; [2015]
    Keywords : Alternative Investments; Alternative Mutual Funds; 1940 Investment Company Act; Hedge Funds; Factor Analysis;

    Abstract : This paper analyzes to which extent alternative mutual funds emulate hedge fund strategies and what are the performance drivers for this category of funds. We use a two-step regression process for our analysis and find that alternative mutual funds differ from hedge funds on three main fronts: they fail to generate alpha, they do not share the same factor exposures, and their returns are impacted in a different way by fund-specific features. READ MORE

  6. 10. Investment strategies and their performance - Do Hedge and Quant funds, as well as funds using Fundamental analysis, have different risk adjusted returns - and can any of them beat the market?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Bobby Larsson; [2014]
    Keywords : Hedge fund; Fundamental fund; Quant fund; strategy; value; Business and Economics;

    Abstract : This thesis investigates the performance of Hedge and Quant funds, as well as funds with a Fundamental approach (here called Value funds). The funds are also compared with a world index. Weekly data over a two year period (2011-2013), from about 25 funds out of every class, is used. READ MORE