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

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SKU: DADAX3843355096
Brand: LAP Lambert Academic Publishing
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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.

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