Essays about: "hedge fund managers"
Showing result 1 - 5 of 10 essays containing the words hedge fund managers.
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1. Operational Due Diligence of Hedge Funds: Evaluating The Risk of Fraud
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Aim: The aim of the thesis is to examine whether the current operational due diligence process encapsulates the most significant factors to assess the risk of fraudulent behavior prior to investing in a hedge fund, and also to analyze how the due diligence should be performed if a hedge fund lack a long track-record. Methodology: A qualitative multi-method approach was used. READ MORE
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2. Can Nordic Hedge Fund Returns be Replicated? - A Factor Replication of Nordic Hedge Fund Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
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3. Strategy Distinctiveness of U.S. Equity Mutual Funds
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : According to basic economic principle, as more people are chasing a given return pattern, the profit from that pattern will eventually be mitigated. Using a simple model to compare a particular fund's return series with those of its peers, this study investigates whether managers standing out from the crowd can be said to possess more managerial skill, leading to subsequent superior performance. READ MORE
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4. The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Numerous past studies investigating the performance of hedge funds suffer from two distinct problems: unreliable and biased return data inherent in virtually all databases and the use of static asset-pricing models. Using “indexes of indexes” for our hedge fund returns, both free of biases and highly representative, we investigate which risk factors investors are exposed to and whether hedge fund managers are able to consistently yield abnormal returns during the period February 1997 to January 2011. READ MORE
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5. Risk management in Swedish hedge funds
University essay from Internationella HandelshögskolanAbstract : Background: Risk management has always been a complex topic, especially when it comes to hedge funds. Since hedge funds are able to utilize many kinds of financial instruments it is difficult to find a risk management strategy that goes well with them. READ MORE
