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Investerarens guide till hedgefondsstrategier
Halmstad University, School of Business and Engineering (SET).
Halmstad University, School of Business and Engineering (SET).
2008 (Swedish)Independent thesis Basic level (degree of Bachelor)Student thesis
Abstract [sv]

ABSTRACT

TITLE The investors guide to hedge fund strategies – A comparing study of hedge fund strategies on the Swedish market.

COURSE Bachelor Thesis in Finance

KEYWORDS Hedge funds, Hedge fund strategies, Swedish

hedge fund market, Investors, Average return, Riskadjusted return

The Thesis

Investor’s general knowledge about hedge funds and hedge fund strategies, is compared to other investment alternatives low. The purpose of this thesis is therefore to clarify to investors how examined hedge fund strategies separate concerning risk and return in hedge funds. This, in order to facilitate for investors understanding which hedge fund strategy will be more suitable for them.

To achieve this, the thesis is mainly focusing on quantitative data, which is complemented with qualitative findings in terms of a questionnaire. The hedge funds have been categorized after selected strategy. Furthermore a comparison between the strategies, as well as towards an independent market index has been made, using different measures of risk.

The thesis show that all strategies generate less return compared to the stock-related index OMXS, on the other hand the strategies shows a lower level of risk. Fund – of – funds have the best average return and risk-adjusted return, while Multi-strategy have the lowest risk. Macro is the only strategy who achieved quarterly absolute return.

Place, publisher, year, edition, pages
Högskolan i Halmstad/Sektionen för Ekonomi och Teknik (SET) , 2008.
Keywords [sv]
Hedgefonder, Risk, Hedgefondsstrategier, Riskjusterad avkastning, Sharpekvot, Investerare, Capital Management, Finansiering
Identifiers
URN: urn:nbn:se:hh:diva-1844Local ID: 2082/2239OAI: oai:DiVA.org:hh-1844DiVA, id: diva2:239062
Uppsok
Social and Behavioural Science, Law
Available from: 2008-09-04 Created: 2008-09-04 Last updated: 2008-09-04

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File name FULLTEXT01.pdfFile size 883 kBChecksum MD5
6f0e4432ff708ecdb78b1a75efa96e34c34524d97782779e2c5b8e02d3e1ce07bd96cd482a426c25766f1bb1af2c5501b1e974a173c1b8276040201c842896152418054be4ee21c53019df9519f2bb86
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf