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Hedge Fund Strategies. How does risk exposure vary between them?

Linnér Jerreling, Niklas LU (2016) NEKH01 20161
Department of Economics
Abstract
This research investigates the risk exposure of hedge funds on the asset classes equity, bonds and currencies. It also investigates how risk exposure to these asset classes may vary across different hedge fund strategies. Implementing a multiple linear regression analysis model the author cannot determine if there is a dependency between the funds and the assets.
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author
Linnér Jerreling, Niklas LU
supervisor
organization
course
NEKH01 20161
year
type
M2 - Bachelor Degree
subject
keywords
Hedge Fund, Risk exposure, Hedge Fund Strategy
language
English
id
8882941
date added to LUP
2016-06-21 17:10:17
date last changed
2016-06-21 17:10:17
@misc{8882941,
  abstract     = {This research investigates the risk exposure of hedge funds on the asset classes equity, bonds and currencies. It also investigates how risk exposure to these asset classes may vary across different hedge fund strategies. Implementing a multiple linear regression analysis model the author cannot determine if there is a dependency between the funds and the assets.},
  author       = {Linnér Jerreling, Niklas},
  keyword      = {Hedge Fund,Risk exposure,Hedge Fund Strategy},
  language     = {eng},
  note         = {Student Paper},
  title        = {Hedge Fund Strategies. How does risk exposure vary between them?},
  year         = {2016},
}