Essays about: "Parisa Khatabakhsh"

Found 2 essays containing the words Parisa Khatabakhsh.

1. 1. Performance of Hedge Funds in the European Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Amanda Kolobaric; Parisa Khatabakhsh; [2012]
   Keywords : Hedge funds; asset pricing models; Multi-factor model; investment strategies; performance measures.; Business and Economics;

   Abstract : The aim of this paper is to investigate the performance of hedge funds during the period between December 1999 and March 2012. We consider 8 different investment styles for the European market. As it has been argued in several papers hedge funds differ from traditional funds, since it allows for diversification and lower systematic risk. READ MORE

3. 2. Profitability of Momentum Strategies Around the World

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Amanda Kolobaric; Parisa Khatabakhsh; [2011]
   Keywords : Momentum; zero-cost strategy; international; anomalies; efficient market hypothesis; Business and Economics;

   Abstract : In this paper we investigate the international profitability of momentum strategies for a number of countries during the time period between 1995 and 2010. Positive abnormal returns were generated over 3 to 12 months by strategies buying the best past performance stocks and selling the worst past performance stocks. READ MORE