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Comparative analysis of emerging markets hedge funds and emerging markets benchmark indices performance
Halmstad University, School of Business and Engineering (SET).
Halmstad University, School of Business and Engineering (SET).
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Many hedge funds are believed to yield considerable returns to investors; there is an assumption that suggests hedge funds seem uncorrelated with market fluctuations and have relatively low volatility. In recent years, emerging market hedge funds have experienced a higher capital inflow in periods when the diversification benefits of investing in emerging markets are higher. However, the strategy‟s share of the hedge fund industry‟s total capital flows has decreased significantly during the same periods: this might imply that investors have reallocated capital to other hedge fund strategies. This paper investigates whether emerging markets hedge funds have been as consistent in performance as the benchmark indices by presenting results of comparative analysis of two sample emerging markets hedge fund indices and two standard emerging markets benchmarks performance. The empirical study ranges from the period of January 2006 to December 2010.

Place, publisher, year, edition, pages
2011.
Keyword [en]
emerging markets hedge funds, benchmark indices
National Category
Economics
Identifiers
URN: urn:nbn:se:hh:diva-15570OAI: oai:DiVA.org:hh-15570DiVA: diva2:426006
Subject / course
Economics
Presentation
(English)
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2011-06-23 Created: 2011-06-22 Last updated: 2011-06-23Bibliographically approved

Open Access in DiVA

Comparative analysis of emerging markets hedge funds and emerging markets benchmark indices performance(1316 kB)742 downloads
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File name FULLTEXT01.pdfFile size 1316 kBChecksum SHA-512
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Type fulltextMimetype application/pdf

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Total: 742 downloads
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • 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