Essays about: "Mårten Anderberg"

Found 1 essay containing the words Mårten Anderberg.

  1. 1. Stars of the North?: A quantitative study of alpha generation in Nordic hedge funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mårten Anderberg; Ylva Cederholm; [2007]
    Keywords : Hedge Funds; Nordic Region; Alpha; Fund Attributes; Performance;

    Abstract : In this paper, we investigate whether the managers of Nordic hedge funds produce excess risk-adjusted returns in terms of alpha, and discuss other risk-adjusted return measures. We also test whether certain characteristics of the funds, such as size and leverage, affect their risk-adjusted performance. READ MORE