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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 21 to 30 of 128 (0.029 seconds)| 21 |
Der Lebenszyklus von Hedgefonds Grundlagen, Modellierung und empirische Evidenz /Kaiser, Dieter G. January 2007 (has links)
Dissertation Techn. Universität Chemnitz, 2007.
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Replication of Hedge Fund Investment Returns Risk and return comparison of recent Hedge Fund replication products /Bieri, Annett. January 2008 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2008.
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Performance of Long/Short Equity Hedge FundsManser, Samuel. January 2008 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2008.
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Hedge Funds sources of return and replication /Germann, Daniel. January 2008 (has links) (PDF)
Bachelor-Arbeit Univ. St. Gallen, 2008.
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In what ways do hedge funds threaten financial stability?Bühlmann, Tamara. January 2008 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2008.
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Kreditderivate Entwicklungen und Risiken /Kuehne, Ivan. January 2006 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2006.
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Performance factors in the Hedge Fund IndustryKhalaki, Lindiwe 08 April 2010 (has links)
Alternative investments are a new but fast growing phenomenon in the South African market, hedge funds in particular were introduces to our market in the year 2000. Assets under management by hedge funds have enjoyed fast growth over the years relative to assets managed by mutual funds. Including hedge funds in an investment portfolio represents a unique proven opportunity for pension funds to protect their investments during bear markets. Unfortunately only a limited number of investors outside the industry understand what factors drive returns in hedge fund strategies. The hedge fund industry is still a mystery to many investors who as a result have not been able to take advantage of absolute returns generated through investing in hedge funds. This quantitative research aimed to determine which dominant factors drive strategy aggregate returns in the Hedge Fund Industry through correlation. It also aimed to analyse regression of these factors to returns on different strategies as well as among themselves. Lastly to develop models of hedge fund aggregate returns by equity strategy using the Arbitrage Pricing Theory (APT) model. Results of the research show that the Mid Cap index is the primary driver of equity strategies selected in this research. The Long Short interest rates as the secondary driver, the Long Bias has the small cap index and global markets as the secondary driver, for the Market Neutral strategy has a short position in small caps as its secondary performance and resource indices are the secondary performance drivers for the Global Macro strategy. / Dissertation (MBA)--University of Pretoria, 2010. / Gordon Institute of Business Science (GIBS) / unrestricted
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Hedgefonds-Strategien und ihre Performance /Eling, Martin. January 2006 (has links)
Universiẗat, Diss., 2005 u.d.T.: Eling, Martin: Hedgefonds-Strategien und ihre Performance im Asset-Management von Finanzdienstleistungsunternehmen--Münster (Westfalen).
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Kollision zwischen Hedge- und Private-equity-Fonds Rennen um die höchsten RenditenDegener, Jan-Moritz January 2007 (has links)
Zugl.: Diplomarbeit
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Erfolgsfaktoren junger Unternehmen Entwicklung eines Impulsmodells zur Messung und Bewertung von Erfolgsfaktoren - Vorgestellt am Beispiel eines Hedge-Fund-Unternehmens /Stierlen-Schwartz, Stephanie. January 2006 (has links) (PDF)
Bachelor-Arbeit Univ. St. Gallen, 2006.
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