Essays about: "hedge fund market"
Showing result 1 - 5 of 42 essays containing the words hedge fund market.
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1. A valuation of Swedish hedge fund performance
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE
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2. Rational Exuberance: Hedge fund trading strategy in bubbles
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE
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3. Explaining the dynamics of exchange rate volatility
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE
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4. Establishing the nature of Bitcoin : A DCC-GARCH analysis
University essay from Umeå universitet/FöretagsekonomiAbstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE
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5. Closing the value gap: An Empirical Analysis of Cevian Capital’s Activism in Europe
University essay fromAbstract : This paper analyses the short- and long-term impact of Cevian Capitals activist investments on 16 public companies in Europe during 2010-2019. Cevian Capital is the largest activist hedge fund in Europe and is characterized as a “constructivist” hedge fund, employing a non-aggressive approach to activism. READ MORE