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
Ger Hedgefonder högre riskjusterad avkastning än Traditionella fonder?: En jämförelsestudie mellan Hedgefonder och Traditionella fonder
Södertörn University, School of Social Sciences.
Södertörn University, School of Social Sciences.
2013 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [sv]

Purpose: The purpose of this study is to examine whether hedge funds generate higher risk-adjusted returns than traditional managed funds in Sweden.

Methodology: This study was based on quantitative data about the funds historical returns. The funds historical returns were taken from the database Morningstar and the risk-free rate from the Swedish central bank. Random samples of 36 funds have been divided into three portfolios in the form of a hedge fund portfolio, stock portfolio and mix fund portfolio.

Result & Conclusion: The study concluded that the stock portfolio has shown the highest average yield for the study period where all portfolios below market index. Hedge fund portfolio has achieved the highest risk-adjusted return calculated by the portfolios Sharpe Ratio. Of all hedge strategies, arbitrage had the highest average return and risk-adjusted returns.

Place, publisher, year, edition, pages
2013. , p. 40
Keyword [sv]
Hedgefonder, traditionella fonder, fonder, aktier
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-19659OAI: oai:DiVA.org:sh-19659DiVA, id: diva2:645760
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2013-09-06 Created: 2013-09-05 Last updated: 2013-09-06Bibliographically approved

Open Access in DiVA

Ger Hedgefonder högre riskjusterad avkastning än Traditionella fonder?(1235 kB)395 downloads
File information
File name FULLTEXT01.pdfFile size 1235 kBChecksum SHA-512
fd83bc1a5047843d69d741146f940cea65c1d6d6c132091f63913fd007713c3f218afb36f9f70151e5ec2ba43c878ec38ee92e2c256236dc9b2acbc333a06d22
Type fulltextMimetype application/pdf

By organisation
School of Social Sciences
Business Administration

Search outside of DiVA

GoogleGoogle Scholar
Total: 395 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

urn-nbn

Altmetric score

urn-nbn
Total: 654 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