Are Manager Characteristics Affecting the Performance of Hedge Funds?: A study on swedish data - Softcover
Synopsis
The purpose of this thesis is to examine if and how the hedge fund manager’s background characteristics and strategy applied affect the fund’s performance, as measured by average monthly return, risk and risk-adjusted monthly return. This is done by collecting data on 41 different hedge fund managers in Sweden and then performing robust OLS regressions. Our main results are that applying a long-short equity strategy generates higher return, higher risk, and higher risk-adjusted return compared to the other strategies. Hedge fund managers with previous studies in business and economics generate lower return, take on less risk and generate lower risk-adjusted return. We find modest evidence of lower risk taking among former students of Lund University. Investing private funds in the hedge fund are found to have a negative impact on risk-adjusted return.
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About the Author
Marie Lundberg holds a MSc in Finance from Stockholm School of Economics and is currently the CFO in a Swedish startup called Buildor.se.
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Are Manager Characteristics Affecting the Performance of Hedge Funds?
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LAP Lambert Academic Publishing Nov 2012, 2012
ISBN 10: 3659130273
ISBN 13: 9783659130274
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The purpose of this thesis is to examine if and how the hedge fund manager s background characteristics and strategy applied affect the fund s performance, as measured by average monthly return, risk and risk-adjusted monthly return. This is done by collecting data on 41 different hedge fund managers in Sweden and then performing robust OLS regressions. Our main results are that applying a long-short equity strategy generates higher return, higher risk, and higher risk-adjusted return compared to the other strategies. Hedge fund managers with previous studies in business and economics generate lower return, take on less risk and generate lower risk-adjusted return. We find modest evidence of lower risk taking among former students of Lund University. Investing private funds in the hedge fund are found to have a negative impact on risk-adjusted return. 64 pp. Englisch. Seller Inventory # 9783659130274
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Are Manager Characteristics Affecting the Performance of Hedge Funds?
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ISBN 13: 9783659130274
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Are Manager Characteristics Affecting the Performance of Hedge Funds?
Published by
LAP Lambert Academic Publishing Nov 2012, 2012
ISBN 10: 3659130273
ISBN 13: 9783659130274
New
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The purpose of this thesis is to examine if and how the hedge fund manager's background characteristics and strategy applied affect the fund's performance, as measured by average monthly return, risk and risk-adjusted monthly return. This is done by collecting data on 41 different hedge fund managers in Sweden and then performing robust OLS regressions. Our main results are that applying a long-short equity strategy generates higher return, higher risk, and higher risk-adjusted return compared to the other strategies. Hedge fund managers with previous studies in business and economics generate lower return, take on less risk and generate lower risk-adjusted return. We find modest evidence of lower risk taking among former students of Lund University. Investing private funds in the hedge fund are found to have a negative impact on risk-adjusted return.Books on Demand GmbH, Überseering 33, 22297 Hamburg 64 pp. Englisch. Seller Inventory # 9783659130274
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Are Manager Characteristics Affecting the Performance of Hedge Funds? : A study on swedish data
Published by
LAP Lambert Academic Publishing, 2012
ISBN 10: 3659130273
ISBN 13: 9783659130274
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The purpose of this thesis is to examine if and how the hedge fund manager s background characteristics and strategy applied affect the fund s performance, as measured by average monthly return, risk and risk-adjusted monthly return. This is done by collecting data on 41 different hedge fund managers in Sweden and then performing robust OLS regressions. Our main results are that applying a long-short equity strategy generates higher return, higher risk, and higher risk-adjusted return compared to the other strategies. Hedge fund managers with previous studies in business and economics generate lower return, take on less risk and generate lower risk-adjusted return. We find modest evidence of lower risk taking among former students of Lund University. Investing private funds in the hedge fund are found to have a negative impact on risk-adjusted return. Seller Inventory # 9783659130274
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Are Manager Characteristics Affecting the Performance of Hedge Funds? | A study on swedish data
Published by
LAP Lambert Academic Publishing, 2012
ISBN 10: 3659130273
ISBN 13: 9783659130274
New
Taschenbuch
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Taschenbuch. Condition: Neu. Are Manager Characteristics Affecting the Performance of Hedge Funds? | A study on swedish data | Marie Lundberg (u. a.) | Taschenbuch | Paperback | 64 S. | Englisch | 2012 | LAP Lambert Academic Publishing | EAN 9783659130274 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 106160374