Essays about: "Nadja Zakharova"

Found 1 essay containing the words Nadja Zakharova.

  1. 1. A quantitative analysis of Nordic hedge fund performance during changing market conditions

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nadja Zakharova; Olga Andersen; [2011]
    Keywords : abnormal return; multi-factor model; investment style; disturbed market conditions; performance persistence; Business and Economics;

    Abstract : In this paper we investigate the performance of Nordic hedge funds in terms of their ability to earn abnormal returns during the period 2003-2011. We further test for the presence of short-term persistence during the period of disturbed market conditions. READ MORE