sh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Hemma bra men borta bäst?: En studie om svenska och ryska hedgefonder
Södertörn University, School of Business Studies.
Södertörn University, School of Business Studies.
2012 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Purpose: The purpose of this study is to examine the difference in return between Swedish and Russian hedge funds while considering the risk taken.

Method: This study is based on quantitative data on funds' historical returns from the electronic database Morningstar.se. Additional data is taken from the funds websites, the Swedish National Bank and Fondbolagens förening.

Result and conclusion: All hedge funds, both the Russian and Swedish performed better thanthe index. The Russian hedge funds nevertheless performed better than their Swedishcounterparts in all three evaluation methods.

Abstract [sv]

Syfte: Syfte med undersökningen är att granska skillnaderna i avkastning med hänsyn till riskenmellan svenska och ryska hedgefonder.

Metod: Denna studie grundas på kvantitativ data om fondernas historiska avkastning från den elektroniska databasen Morningstar.se. Ytterligare data är hämtad från fondernas hemsidor, Riksbanken och Fondbolagens förening.

Resultat och slutsats: Alla hedgefonder både de ryska och de svenska presterade bättre än index. De ryska hedgefonderna presterade dock bättre än de svenska i alla tre utvärderingsmåtten.

Place, publisher, year, edition, pages
2012. , 62 p.
Keyword [en]
Hedge, funds, Swedish funds, Russian funds, risk adjusted return, SIXRX
Keyword [sv]
Hedgefonder, svenska fonder, ryska fonder, riskjusterad avkastning, SIXRX
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-16885OAI: oai:DiVA.org:sh-16885DiVA: diva2:544636
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2012-08-20 Created: 2012-08-15 Last updated: 2012-08-20Bibliographically approved

Open Access in DiVA

fulltext(665 kB)281 downloads
File information
File name FULLTEXT01.pdfFile size 665 kBChecksum SHA-512
be12186d5b0a970dd2cdff352a73d73bb65595670704ea481c8aae9d2ce44d7164e7214ecbc3f6dd6c147f7f6122396f8dfb3703ad43f3df6c19660d8cfcf16f
Type fulltextMimetype application/pdf

By organisation
School of Business Studies
Business Administration

Search outside of DiVA

GoogleGoogle Scholar
Total: 281 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 213 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf