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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 1 to 10 of 479 (0.024 seconds)| 1 |
Essays on hedge funds /Das, Nandita. January 2003 (has links)
Thesis (Ph. D.)--Lehigh University, 2004. / Includes vita. Includes bibliographical references (leaves 327-334).
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Hedge-Fonds als alternative Investments : Stilrichtungen, Risiken, Performance /Rutkis, Andre. January 2002 (has links)
Wilhelmshaven, Fachhochsch., Diplomarbeit, 2002.
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Die Welt der Hedgefonds : Chancen und Risiken der umstrittenen Anlageklasse /Berg, Bernd. January 2006 (has links)
Universiẗat, Diplomarbeit--Tübingen.
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Funds of hedge funds versus hedge funds : do funds of hedge funds add value? /Goh, Vincent Seng Woon. January 2004 (has links)
Thesis (B.Sc. (Honours) in Economics)--Singapore Management University, 2004. / Senior thesis in part fulfillment for the BSc (Honours) in Economics degree presented to the School of Economics and Social Sciences, Singapore Management University 2003-2004. Includes bibliographical references (p. 52-54).
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Constructing multi-strategy fund of hedge funds /Suppal, Kamal. January 1900 (has links)
Project (M.B.A.) - Simon Fraser University, 2004. / Theses (Faculty of Business Administration) / Simon Fraser University. MBA-GAWM Program. Senior supervisor: Dr. Peter Klein.
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Introducing the normal equivalent to evaluaute [i.e. evaluate] hedge fund performanceHood, Matthew Edward. January 2006 (has links) (PDF)
Thesis (Ph.D.)--Washington State University, May 2006. / Includes bibliographical references (p. 83-85).
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Transparenz in der Hedge Fund-Industrie - Marktentwicklung, Rahmenbedingungen, Kosten/Nutzen-Analyse /Huber, Michael. January 2008 (has links) (PDF)
Diss. Univ. St. Gallen, 2008.
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Persistence of performance of the hedge funds : an empirical study from 1994 to 2007 /Lee, Dong-Joon. January 2007 (has links)
Thesis (M.S.)--University of Nevada, Reno, 2007. / "December, 2007." Includes bibliographical references (leaves 29-30). Library also has microfilm. Ann Arbor, Mich. : ProQuest Information and Learning Company, [2008]. 1 microfilm reel ; 35 mm. Online version available on the World Wide Web.
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The hedging effectiveness of futures markets : evidence from commodity and stock marketsMoftah Alghazali, Idries Omran January 2002 (has links)
No description available.
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The effectiveness of index futures hedging in emerging markets, during the crisis period of 2008-201030 July 2013 (has links)
M.Comm. (Financial Economics) / This study provides an assessment of the comparative effectiveness of four methods of estimating the optimal hedge ratio in the South African equity and futures markets. This study bases the effectiveness of hedging on volatility reduction and minimisation of the coefficient of variation of hedged returns as well as the risk-aversion based on utility maximisation. The empirical analysis shows that the static single equation method estimated by ordinary least squares is the most effective over daily hedging periods. However, the vector error-correction method and multivariate GARCH methods are most effective over weekly and monthly hedging periods. Vector autoregression method is the least effective method over all hedging periods.
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