Hedge Fund Strategies. How does risk exposure vary between them?
(2016) NEKH01 20161Department 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.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/8882941
- author
- Linnér Jerreling, Niklas LU
- supervisor
-
- Erik Norrman LU
- organization
- course
- NEKH01 20161
- year
- 2016
- 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}},
language = {{eng}},
note = {{Student Paper}},
title = {{Hedge Fund Strategies. How does risk exposure vary between them?}},
year = {{2016}},
}