Essays about: "hedge fund"

Showing result 21 - 25 of 80 essays containing the words hedge fund.

  1. 21. An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds

    University essay from

    Author : Ludwig Skogman; Sebastian Zettergren; [2017-06-30]
    Keywords : Hedge Funds; Hedging; Market Neautrality; GARCH; Financial instability;

    Abstract : Market neutral is a widely-used investment style for hedge funds. By analysing a data set consisting of 7913 hedge funds, we assess their historical ability to stay neutral towards the U.S. equity market in terms of return and return volatility. READ MORE

  3. 22. Factor-Based Hedge Fund Replication Using Exchange-Traded Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Frank Hartman; Constantijn Huigen; [2017]
    Keywords : Hedge Funds; Replication; Factor Model; Exchange-Traded Funds;

    Abstract : This paper studies the performance of factor-based hedge fund replication. We use monthly data of nine exchange-traded funds to estimate clone portfolios over the sample period 2008-2016 for eleven different hedge fund indices. READ MORE

  4. 23. Evaluating Private Equity Returns from the Investor Perspective - are Limited Partners Getting Carried Away?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Julia Hederstierna; Richard Sabrie; [2017]
    Keywords : Private Equity; Performance; PME; Public Markets; Direct Alpha;

    Abstract : In this study, we evaluate the performance of close to 900 buyout and venture capital funds from 1979 to 2008. Returns are measured using traditional performance measures, the internal rate of return and the investment multiple, as well as four different Public Market Equivalent measures, which compares private equity fund returns to the returns of corresponding investments in a publicly traded index. READ MORE

  5. 24. PIPEs: Value Creation and Investor Identity

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alexander Däubener; Theodora Alexe; [2017]
    Keywords : PIPE; Value Creation; Announcement Returns; Hedge Fund; Private Equity;

    Abstract : Based on a sample of PIPE issuances by companies listed on major US exchanges between 2008 and 2013, this paper explores the connection between value creation and investor identity in PIPEs. In a novel study, the paper compares the target selection of hedge funds and private equity funds and monitors their subsequent effects on value, both at a shareholder and at a business level. READ MORE

  6. 25. The Performance of Hedge Fund Strategies in Emerging Markets

    University essay from Högskolan i Jönköping/IHH, Nationalekonomi

    Author : Henrik Fahlström; Oliwer Berglund; [2017]
    Keywords : ;

    Abstract : .... READ MORE