Evaluating hedge funds performance and risk
Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
The overall aim of this thesis is to provide a model for assessing hedge funds’ investment style and value at risk (VaR), as well as investigate the correlation between hedge funds and equity markets performance.
Place, publisher, year, edition, pages
IdentifiersURN: urn:nbn:se:su:diva-2638OAI: oai:DiVA.org:su-2638DiVA: diva2:191699