Essays about: "Ludwig Skogman"

Found 1 essay containing the words Ludwig Skogman.

  1. 1. An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds

    University essay from

    Author : Ludwig Skogman; Sebastian Zettergren; [2017-06-30]
    Keywords : Hedge Funds; Hedging; Market Neautrality; GARCH; Financial instability;

    Abstract : 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