Skip to main content

LUP Student Papers

LUND UNIVERSITY LIBRARIES

Hedgefonder under marknadsoro

Molander, Gordon LU and Blosse, Laban LU (2020) FEKH89 20201
Department of Business Administration
Abstract
Abstract

Title
Hedge funds during market instability - An investment alternative for the risk-averse investor?
Seminar date
2020-06-04
Course
FEKH89, Bachelor's Degree Project in Finance, 15 ECTS
Authors
Laban Blosse, Gordon Molander
Advisor
Maria Gårdängen
Key words
Return, Risk, Hedge Fund, Recession, Risk-averse
Purpose
The purpose of the study is to investigate and analyze from an investor’s perspective how hedge funds have performed in comparison with market index during the period of 2007-2016, with weight in the decline phase. This is to simplify the decision-making process for the risk-averse investor.
Methodology
The method is based on the acquisition of quantitative data from Thomson Reuters Eikon. The return... (More)
Abstract

Title
Hedge funds during market instability - An investment alternative for the risk-averse investor?
Seminar date
2020-06-04
Course
FEKH89, Bachelor's Degree Project in Finance, 15 ECTS
Authors
Laban Blosse, Gordon Molander
Advisor
Maria Gårdängen
Key words
Return, Risk, Hedge Fund, Recession, Risk-averse
Purpose
The purpose of the study is to investigate and analyze from an investor’s perspective how hedge funds have performed in comparison with market index during the period of 2007-2016, with weight in the decline phase. This is to simplify the decision-making process for the risk-averse investor.
Methodology
The method is based on the acquisition of quantitative data from Thomson Reuters Eikon. The return history is analyzed and processed using selected theories and models. The measurement period has been divided into a rise and fall phase to create clarity in our results.
Theoretical perspectives
Relevant theories are applied to calculate hedge funds risk-adjusted returns and other key ratios to perform an analysis with relation to market index.
Empirical foundation
The empirical foundation consists of return history from a total of 90 hedge funds which can be traded on the british market. Arithmetic and cumulative monthly data is compared with FTSE 100 Total Return Index over the period of 2007-2016.
Conclusions
The result shows that hedge funds should not be considered as a risk-reducing investment option for the risk-averse investor. (Less)
Abstract (Swedish)
Abstrakt

Titel
Hedgefonder under marknadsoro - Ett placeringsalternativ för den riskaverta investeraren?
Seminariedatum
2020-06-04
Ämne/kurs
FEKH89, Examensarbete kandidatnivå i finansiering, 15 högskolepoäng
Författare
Laban Blosse, Gordon Molander
Handledare
Maria Gårdängen
Fem nyckelord
Avkastning, Risk, Hedgefond, Lågkonjunktur, Riskavert
Syfte
Syftet med studien är att undersöka och analysera ur ett investerarperspektiv hur hedgefonder har presterat i jämförelse med marknadsindex under perioden 2007-2016, med tyngd i nedgångsfasen. Detta för att underlätta i beslutsprocessen för den riskaverta investeraren.
Metod
Metoden grundar sig i inhämtning av kvantitativ data från Thomson Reuter Eikon. Den... (More)
Abstrakt

Titel
Hedgefonder under marknadsoro - Ett placeringsalternativ för den riskaverta investeraren?
Seminariedatum
2020-06-04
Ämne/kurs
FEKH89, Examensarbete kandidatnivå i finansiering, 15 högskolepoäng
Författare
Laban Blosse, Gordon Molander
Handledare
Maria Gårdängen
Fem nyckelord
Avkastning, Risk, Hedgefond, Lågkonjunktur, Riskavert
Syfte
Syftet med studien är att undersöka och analysera ur ett investerarperspektiv hur hedgefonder har presterat i jämförelse med marknadsindex under perioden 2007-2016, med tyngd i nedgångsfasen. Detta för att underlätta i beslutsprocessen för den riskaverta investeraren.
Metod
Metoden grundar sig i inhämtning av kvantitativ data från Thomson Reuter Eikon. Den avkastningshistorik som hämtas analyseras och bearbetas med hjälp av valda teorier och modeller. Mätperioden har delats upp i uppgångs- och nedgångsfaser för att skapa tydlighet i våra resultat.
Teoretiska perspektiv
Relevanta teorier tillämpas för att beräkna hedgefondernas riskjusterade avkastning och andra nyckeltal för att utföra en analys av dem i förhållande till marknadsindex.
Empiri
Empirin utgörs av avkastningshistorik från totalt 90 hedgefonder som kan handlas på den brittiska marknaden. Aritmetisk och kumulativ månadsdata ställs emot FTSE 100 Total Return Index under perioden 2007-2016.
Resultat
Resultatet påvisar att hedgefonder inte ska betraktas som ett riskreducerande placeringsalternativ för den riskaverta investeraren. (Less)
Please use this url to cite or link to this publication:
author
Molander, Gordon LU and Blosse, Laban LU
supervisor
organization
alternative title
Ett placeringsalternativ för den riskaverta investeraren?
course
FEKH89 20201
year
type
M2 - Bachelor Degree
subject
keywords
Avkastning, Risk, Hedgefond, Lågkonjunktur, Riskavert
language
Swedish
id
9013627
date added to LUP
2020-07-10 10:06:17
date last changed
2020-07-10 10:06:17
@misc{9013627,
  abstract     = {{Abstract

Title
Hedge funds during market instability - An investment alternative for the risk-averse investor?
Seminar date
2020-06-04
Course
FEKH89, Bachelor's Degree Project in Finance, 15 ECTS
Authors 
Laban Blosse, Gordon Molander
Advisor
Maria Gårdängen
Key words
Return, Risk, Hedge Fund, Recession, Risk-averse
Purpose
The purpose of the study is to investigate and analyze from an investor’s perspective how hedge funds have performed in comparison with market index during the period of 2007-2016, with weight in the decline phase. This is to simplify the decision-making process for the risk-averse investor. 
Methodology
The method is based on the acquisition of quantitative data from Thomson Reuters Eikon. The return history is analyzed and processed using selected theories and models. The measurement period has been divided into a rise and fall phase to create clarity in our results.
Theoretical perspectives
Relevant theories are applied to calculate hedge funds risk-adjusted returns and other key ratios to perform an analysis with relation to market index.
Empirical foundation
The empirical foundation consists of return history from a total of 90 hedge funds which can be traded on the british market. Arithmetic and cumulative monthly data is compared with FTSE 100 Total Return Index over the period of 2007-2016. 
Conclusions
The result shows that hedge funds should not be considered as a risk-reducing investment option for the risk-averse investor.}},
  author       = {{Molander, Gordon and Blosse, Laban}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{Hedgefonder under marknadsoro}},
  year         = {{2020}},
}