Essays about: "hedge funds and liquidity"

Found 5 essays containing the words hedge funds and liquidity.

  1. 1. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  3. 2. Why do hedged mutual funds underperform hedge funds? A study of liquidity risk and IPO first-day returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Pettersson; Victor Kihlgren; [2011]
    Keywords : Hedged mutual funds; Long short equity; Liquidity risk; IPO first-day returns;

    Abstract : Following the financial crisis, investors have increasingly started to look towards hedged mutual funds providing downside protection in a regulated framework. This is of particular interest to retail investors since the hedged strategies previously have been unavailable to them. READ MORE

  4. 3. CPPI Structures on Funds Derivatives

    University essay from KTH/Matematisk statistik

    Author : Arnaud Gallais; [2011]
    Keywords : ;

    Abstract : Abstract With the ever-increasing complexity of financial markets and financial products, many investors now choose to benefit from a manager’s expertise by investing in a fund. This fueled a rapid growth of the fund industry over the past decades, and the recent emergence of complex derivatives products written on underlying funds. READ MORE

  5. 4. Shareholder Activism: Can it be an Effective Governance Mechanism?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Otto Lilliehöök; Dan Margolin; [2009]
    Keywords : Shareholder activism; Intuitional investors; Activist hedge funds;

    Abstract : This paper sets out to examine whether shareholder activism can be an effective governance mechanism, i.e. if it can increase firm performance to the benefit of shareholders. We have based our study on examining and interpreting the results from previous research of the subject. READ MORE

  6. 5. Levering buyouts in a credit crunch A study of the size, structure and pricing of loans on the Nordic LBO market 2005 - 2008

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Simon Brännström; Thomas Rudback; Andreas Stjärnström; [2008-12-05T08:07:19Z]
    Keywords : ;

    Abstract : The U.S. subprime crisis in July 2007 caused worldwide financial turbulence and turned several financial markets illiquid. These problems have affected the banks’ willingness and ability to lend money to leveraged buyouts (LBO). READ MORE