Essays about: "Julia Eberdal"

Found 1 essay containing the words Julia Eberdal.

  1. 1. Can Nordic Hedge Fund Returns be Replicated? - A Factor Replication of Nordic Hedge Fund Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Julia Eberdal; Johan Hansson; [2012]
    Keywords : Hedge Funds; Factor Replication; Hedge Fund Replication; Clones;

    Abstract : Research on the topic of replicating hedge fund returns has been around for more than a decade and has shown that a substantial portion of hedge fund returns can be attributed to a collection of risk premia of market returns, rather than any superior management skills of hedge fund managers. Focusing on Nordic hedge fund returns, we create replicating portfolios, or clones, to explore the low-cost, transparent, liquid and scalable world of replication. READ MORE