ABSTRACT TITLEThe investors guide to hedge fund strategies – A comparing study of hedge fund strategies on the Swedish market. COURSEBachelor Thesis in Finance KEYWORDSHedge 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.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hh-1844 |
| Date | January 2008 |
| Creators | Bengtsson, Niklas, Hylander, Magnus |
| Publisher | Högskolan i Halmstad, Sektionen för ekonomi och teknik (SET), Högskolan i Halmstad, Sektionen för ekonomi och teknik (SET), Högskolan i Halmstad/Sektionen för Ekonomi och Teknik (SET) |
| Source Sets | DiVA Archive at Upsalla University |
| Language | Swedish |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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