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  • About
  • 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.
1

Speculation of hedge funds in Hong Kong markets.

January 2000 (has links)
by Wong Fat Keung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 44-46). / Abstracts in English and Chinese. / Chapter 1. --- INTRODUCTION --- p.1 / Chapter 2. --- METHODOLOGY --- p.7 / Chapter 2.1 --- Fund's return --- p.7 / Chapter 2.2 --- Value weighted Index of Hedge Funds --- p.8 / Chapter 2.3 --- Sharpe' s(1992) style analysis --- p.8 / Chapter 2.4 --- Econometric Procedure and Hypothesis Test --- p.11 / Chapter 3. --- DATA --- p.15 / Chapter 3.1 --- Market Data --- p.15 / Chapter 3.2 --- Hedge Fund Data --- p.16 / Chapter 3.3 --- Selecting Market Factor --- p.17 / Chapter 4. --- RESULTS --- p.19 / Chapter 4.1 --- Interest Rate Market --- p.19 / Chapter 4.1.1 --- Did the hedge fund industry as a whole manipulate the interest rate market? --- p.19 / Chapter 4.1.2 --- Did the Jaguar Fund NV manipulate the interest rate market? --- p.23 / Chapter 4.1.3 --- Did the Quantum Fund NV manipulate the interest rate market? --- p.24 / Chapter 4.2 --- Hang Seng Index Future Market --- p.26 / Chapter 4.2.1 --- Did the hedge fund industry as a whole manipulate the Hang Seng Index Future Market? --- p.26 / Chapter 4.2.2 --- Did the Jaguar Fund NV manipulate the Hang Seng Index Future Market? --- p.29 / Chapter 4.2.3 --- Did the Quantum Fund NV manipulate the Hang Seng Index Future Market? --- p.31 / Chapter 4.3 --- Hang Seng Index Market --- p.33 / Chapter 4.3.1 --- Did the hedge funds as a whole manipulate the Hang Seng Index Market? --- p.33 / Chapter 4.3.2 --- Did the Jaguar Fund NV manipulate the Hang Seng Index Market? --- p.34 / Chapter 4.3.3 --- Did the Quantum Fund NV manipulate the Hang Seng Index Market? --- p.35 / Chapter 5. --- CONCLUSION --- p.37 / Chapter 5.1 --- Contribution --- p.41 / BIBLIOGRAPHY --- p.44 / APPENDIX A TABLES --- p.47 / Table 1. Hedge Funds in value-weighted Index (vw38) --- p.47 / Table 2. Net Asset Value of Hedge Funds ( --- p.48 / Table 3. Hedge Fund Returns Around Crash --- p.49 / Table 4. Regression result of value-weighted index (vw38) --- p.50 / Table 5. Regression result of individual fund --- p.51 / Table 6. Correlation of return rates between different market segments from 11/1988 to 10/1999 --- p.52 / Table 7. Correlation of return rates between different market segments from 9/1997 to 10/1999 --- p.53 / Table 8. Regression result of 2-month HIBOR rate and dollar positions of hedge funds --- p.54 / Table 9. Regression result of 2-month HIBOR rate and dollar positions of Jaguar Fund NV --- p.55 / Table 10. Regression result of 2-month HIBOR rate and dollar positions of Quantum Fund NV --- p.56 / Table 11. Regression Result of Hang Seng Index Future Price against Dollar Positions of Hedge Funds --- p.57 / Table11b. Estimated Profit of Hedge Funds in the turmoil period in Hang Seng Index Future (in billions) --- p.58 / Table 12. Regression Result of Hang Seng Index Future Price against Dollar Positions of Jaguar Fund NV --- p.59 / Table 12b. Estimated Profit of Jaguar Fund NV in the turmoil periodin Hang Seng Index Future (in HK billions) --- p.60 / Table 13. Regression Result of Hang Seng Index Future Price against Dollar Positions of Quantum Fund NV --- p.61 / Table 13b. Estimated Profit of Quantum Fund NV in the turmoil periodin Hang Seng Index Future (in HK billions) --- p.62 / Table 14. Regression Result of Hang Seng Index Price against Dollar Positions of Hedge Funds --- p.63 / Table 15. Regression Result of Hang Seng Index Price against Dollar Positions of Jaguar Fund NV --- p.64 / Table 16. Regression Result of Hang Seng Index Price against Dollar Positions of Quantum Fund NV --- p.65 / APPENDIX B. FIGURES --- p.67 / Figure 1. Hong Kong Dollar Position of Hedge Funds --- p.67 / Figure 2. Hong Kong Dollar Position of Hedge Funds and 2m HIBOR Rate --- p.68 / Figure 3. Hong Kong Dollar Positions of Jaguar Fund NV --- p.69 / Figure 4. Hong Kong Dollar Positions of Jaguar Fund and 2m HIBOR Rate --- p.70 / Figure 5. Hong Kong Dollar Positions of Quantum Fund NV --- p.71 / Figure 6. Hong Kong Dollar Positions of Quantum Fund NV and 2m HIBOR Rate --- p.72 / Figure 7. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.73 / Figure 8. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.74 / Figure 7. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.73 / Figure 8. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.74 / Figure 9. Hong Kong Dollar Positions of Jaguar Fund NV in Hang Seng Index Future --- p.75 / Figure 10. Hong Kong Dollar Positions of Jaguar Fund NV in Hang Seng Index Future --- p.76 / Figure 11. Hong Kong Dollar Positions of Quantum Fund NV in Hang Seng Index Future --- p.77 / Figure 13. Hong Kong Dollar Positions of Hedge Funds in Hang Seng --- p.79 / Figure 17. Hong Kong Dollar Positions of Quantum Fund NV in Hang Seng Index --- p.83 / Figure 18. Hong Kong Dollar Positions of Quantum Fund NV in Hang Seng Index --- p.84 / Figure 19. Net Profit of Hedge Funds in Hang Seng Index Future (in HK Billions) --- p.85 / Figure 20. Net Profit of Jaguar Fund NV in Hang Seng Index Future (in HK Billions) --- p.86
2

A study of the hedge fund industry: an overview of the Asian-Pacific region.

January 2000 (has links)
by Kam Tsz-Chung, Narayanan Kamakodi. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 45-46). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / ACKNOWLEDGEMENT --- p.iv / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Asian Crisis 1997 --- p.1 / Project Objectives --- p.2 / Report Structure --- p.2 / Methodology --- p.3 / Chapter II. --- ESSENTIALS OF HEDGE FUNDS --- p.4 / What is a Hedge Fund? --- p.4 / Common Characteristics of Hedge Funds --- p.5 / Comparison of Hedge Funds and Traditional Investment Tools --- p.7 / Popular Misunderstanding --- p.7 / Eight Investment Styles --- p.8 / Fund Structures --- p.12 / Fees --- p.13 / The Rule of Game --- p.13 / Risk Hedging Mechanism by Hedge Fund --- p.14 / Difference Between Hedge Fund and Mutual Fund --- p.14 / Chapter III. --- HEDGE FUND INDUSTRY --- p.16 / Evolution of Hedge Funds --- p.16 / "Number, Size, and Location of Hedge Funds" --- p.16 / Recent Performance --- p.17 / Closing Down of Tiger Management LLC --- p.18 / Supervision and Regulation --- p.18 / Hedge Fund Managers --- p.21 / Hedge Fund Institutions --- p.21 / Chapter IV. --- LITERATURE REVIEW --- p.22 / Returns of Hedge Funds --- p.22 / Chapter V. --- CASE STUDY ON A FAMOUS HEDGE FUND --- p.24 / Long-Term Capital Management --- p.24 / Chapter VI. --- PERSPECTIVES IN ASIAN-PACIFIC REGION --- p.28 / A Survey on Hedge Funds --- p.28 / An Interview with a Hedge Fund Manager in Hong Kong --- p.31 / An Interview with a Fund Manager in Hong Kong --- p.33 / An Interview with the Financial Secretary of HKSAR Government --- p.36 / Chapter VII. --- RECOMMENDATION AND CONCLUSION --- p.37 / General Roles of Hedge Funds in the Financial Market --- p.37 / Specific Roles of Hedge Funds in Asian-Pacific Region --- p.38 / Conclusion --- p.38 / Recommendation --- p.39 / APPENDIX --- p.41 / BIBLIOGRAPHY --- p.45

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