Essays about: "Henrik Dyrssen"

Found 2 essays containing the words Henrik Dyrssen.

1. 1. The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Henrik Dyrssen; Jakob Gloner; [2011]
   Keywords : Abnormal Returns; Conditional Model; Hedge Funds; Principal Components; PUT Write Index; Business and Economics;

   Abstract : Numerous past studies investigating the performance of hedge funds suffer from two distinct problems: unreliable and biased return data inherent in virtually all databases and the use of static asset-pricing models. Using “indexes of indexes” for our hedge fund returns, both free of biases and highly representative, we investigate which risk factors investors are exposed to and whether hedge fund managers are able to consistently yield abnormal returns during the period February 1997 to January 2011. READ MORE

3. 2. Measuring the social and developmental effects of commercial Microfinance: – the case of AfriCap

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : David Lossmann; Henrik Storm Dyrssen; [2009]
   Keywords : Microfinance; Microcredit; Africa; Poverty;

   Abstract : This paper studies the assessment of social and developmental effects of Microfinance through the case of AfriCap, a Microfinance investing Private-Equity firm based in Mauritius/South Africa. The query investigated is whether and how AfriCap can measure the non-financial returns on it investments. READ MORE