Models of evaluation of the effectiveness of hedge funds

Hedge fund research. Multifactor asset-pricing models. Hedge funds factor models. Data on asset pricing factors and descriptive statistics. Carhart four-factor model. Betting against beta. Quality minus junk. Analysis of regional focuses, asset pricing.

Подобные документы

  • The purpose of the research was using liquidity-adjusted Capital Asset Pricing Model (CAPM) proposed by Acharya and Pedersen to figure out how does the liquidity effect on asset returns in crisis time is different from the liquidity effect in stable time.

    курсовая работа, добавлен 11.07.2016

  • Selecting the carbon pricing mechanism. Using the costs and benefits derived from regional climate and economic model in the analysis of prices Weitzman. Practical carbon pricing considerations. Integrated regional climate model and the economy in Russia.

    диссертация, добавлен 28.08.2016

  • Evidence and explanation of the value premium. Combining value and momentum strategies. Value and momentum measures. Value portfolio construction. Combo portfolio construction. Hypotheses and asset pricing models. Dealing with non-normal distributions.

    дипломная работа, добавлен 22.01.2016

  • Volatility of the underlying asset in statistical sense. Test whether it predicts efficiently. IV forecast in combination with autoregressive conditional heteroscedasticity models. Compare the results among different methods and choose the best one.

    дипломная работа, добавлен 23.09.2018

  • An integrated approach to pricing at stages of the reproduction cycle - the direction of improving the pricing mechanism in agriculture Ukraine. A growing cross-border freedom of movement of goods - a pattern of convergence in prices of food markets.

    статья, добавлен 02.11.2018

  • A review of the migration theories, econometric and network models. Classical theories. Network analysis of international migration flows. Interpretation of centrality indices. Results of the evaluation of panel models of international migration data.

    дипломная работа, добавлен 24.08.2017

  • Взаимосвязь между риском и равновесной ожидаемой доходностью рискованных активов. Ценовая модель рынка капитала (Capital Asset Pricing Model – CAPM). Линия рынка капитала. Рыночная модель и CAPM. Доходность финансовых инструментов на российском рынке.

    курсовая работа, добавлен 21.12.2013

  • The Model for Risk Averse Investors. Analysis of equilibrium price for risk averse agents. Risk aversion and wealth effects for salient and non-salient cases. Comparison of risk loving and risk averse equilibrium prices. The Model for Risk Loving Agents.

    курсовая работа, добавлен 31.10.2016

  • Overview of the federal funds futures and their use in predicting future federal funds rate and predicting future changes in target rate. Еconometric models of the predictability of the federal fund rate and predictability of the future monetary policy.

    дипломная работа, добавлен 27.08.2016

  • Theoretical background for risk arbitrage. Transaction costs theoretical background. Background of linear discriminant analysis. Assumptions of the model. Optimal classification. Speculation spreads and tender market pricing of proposed acquisitions.

    дипломная работа, добавлен 26.08.2016

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.