Hedge Funds in a Traditional Portfolio: A Quantitative Case Study Made on the Swedish Hedge Fund Market,Used

Hedge Funds in a Traditional Portfolio: A Quantitative Case Study Made on the Swedish Hedge Fund Market,Used

In Stock
SKU: DADAX3843355096
Brand: LAP Lambert Academic Publishing
Sale price$81.01 Regular price$115.73
Save $34.72
Quantity
Add to wishlist
Add to compare

Processing time: 1-3 days

US Orders Ships in: 3-5 days

International Orders Ships in: 8-12 days

Return Policy: 15-days return on defective items

Payment Option
Payment Methods

Help

If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.

Customer service

All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com

Sale & Press

If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com

This paper, which is based on a positivistic epistemology, is built upon a quantitative case study where SIX Harcourt HFXS Index is optimized in purpose of achieving an outperformance in terms of the riskadjusted return. The optimization uses an adjusted meanvariance methodology and is limited to a maintained correlation above 0,9 towards the standard SIX Harcourt HFXS Index. The optimization is created through the use of an Excel application created by Harcourt Investment Consulting. Also, based on the outperformance by Swedish hedge funds compared to global hedge funds, this study aims to show the effect of incorporating Swedish hedge funds in a traditional portfolio consisting of equities and bonds. This effect is analyzed by the use of several performanceand risk measures.

⚠️ WARNING (California Proposition 65):

This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

Recently Viewed