Performance Analysis of UCITS Hedge Funds
(Sprache: Englisch)
In this book, we analyze the performance of UCITS (Undertakings for Collective Investment in Transferable Securities) hedge funds after the global financial crisis from January 2010 to October 2018 by comparing them with offshore hedge funds. In addition,...
Leider schon ausverkauft
versandkostenfrei
Buch
39.90 €
19 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
Produktdetails
Produktinformationen zu „Performance Analysis of UCITS Hedge Funds “
Klappentext zu „Performance Analysis of UCITS Hedge Funds “
In this book, we analyze the performance of UCITS (Undertakings for Collective Investment in Transferable Securities) hedge funds after the global financial crisis from January 2010 to October 2018 by comparing them with offshore hedge funds. In addition, three strategy portfolios, including Fixed Income Arbitrage, Long/Short Equity, and Global Macro strategies, are examined. In the first part, we provide valuable insights into the hedge fund industry and the UCITS regulation. In the second part, we process to a descriptive analysis of the monthly returns. Finally, we use four performance measurement models, including the CAPM (Capital Asset Pricing Model) (Sharpe, 1964) and Jensen's Alpha (1968) Model, the Fama French (1993) Three-Factor Model, the Carhart's (1997) Four-Factor Model and the Fung and Hsieh (2004) Eight-Factor Model, to identify the different risk exposures of the funds and evaluate their risk-adjusted performances. Thus, this study may offer useful information toactual or potential investors.
Autoren-Porträt von Marc Nicati
Nicati, MarcMarc Nicati was born in Palo Alto (US) in 1993. He received his Bachelor in Economics and Business with a Major in Management in 2012 from the University of Neuch
tel and his Master of Arts in Banking and Finance in 2019 from the University of Zurich.
Bibliographische Angaben
- Autor: Marc Nicati
- 2019, 80 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: LAP Lambert Academic Publishing
- ISBN-10: 6200249091
- ISBN-13: 9786200249098
Sprache:
Englisch
Kommentar zu "Performance Analysis of UCITS Hedge Funds"
0 Gebrauchte Artikel zu „Performance Analysis of UCITS Hedge Funds“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Performance Analysis of UCITS Hedge Funds".
Kommentar verfassen