Do investors benefit from the use of options and complexity of derivative strategy of a hedge fund?
J Peltomäki - 2009 - books.google.com
This study investigates the possible advantages of the use of options and a more complex
derivative strategy of a hedge fund in relation to its performance and risk characteristics. It …
derivative strategy of a hedge fund in relation to its performance and risk characteristics. It …
Time series risk factors of hedge fund investment objectives
K Nguyen - 2013 - oulurepo.oulu.fi
In this thesis, I find eight common time series risk factors among all hedge fund investment
objectives, including: equity market factor, equity size spread factor, bond credit spread …
objectives, including: equity market factor, equity size spread factor, bond credit spread …