Add to ORKGWe study the effect of market dispersion on the performance of hedge funds. Market dispersion is measured by the cross-sectional volatility of equity returns in a specific month. We use hedge fund indices to measure performance of the hedge fund and stocks returns to calculate market dispersion. We found that there is a positive relationship between market dispersion and the performance of hedge funds
I use a comprehensive data set of hedge funds to investigate alpha, performance persistence andcapit...
The present thesis examines how stock returns in the UK market are related to two specific firms’ ch...
This write-up is submitted in partial fulfillment of the Master of Management Degree in Finance and ...
Over the past decade, the asset management industry has experienced significant changes, with expone...
This study aims to determine the influence of various firm level characteristics such as, profitabil...
The aim of this study is to provide more insights into our understanding of several issues pertainin...
The Study focuses on how the equity risk premium of selected financial institutions behaved after th...
Import 02/11/2016Stock portfolios are estimated to diversify the risk in the financial market. When ...
This dissertation contributes new evidence to two areas of research. The first two essays aim at ana...
Managers’ risk preferences are typically greater than those of debtholders. Managers have the potent...
The following thesis analyzes the profitability of investing in the integrated oil & gas companies...
This work project investigates the IPO valuation of Rivian, an electric vehicle company, based ona ...
A mixed-method research approach was used to identify the market factors associated with gold projec...
This work focuses on toehold bidding in the European market, providing a comparison base with Americ...
In light of the negative reputation of mortgage backed securities (MBS) due to the subprime crisis a...
I use a comprehensive data set of hedge funds to investigate alpha, performance persistence andcapit...
The present thesis examines how stock returns in the UK market are related to two specific firms’ ch...
This write-up is submitted in partial fulfillment of the Master of Management Degree in Finance and ...
Over the past decade, the asset management industry has experienced significant changes, with expone...
This study aims to determine the influence of various firm level characteristics such as, profitabil...
The aim of this study is to provide more insights into our understanding of several issues pertainin...
The Study focuses on how the equity risk premium of selected financial institutions behaved after th...
Import 02/11/2016Stock portfolios are estimated to diversify the risk in the financial market. When ...
This dissertation contributes new evidence to two areas of research. The first two essays aim at ana...
Managers’ risk preferences are typically greater than those of debtholders. Managers have the potent...
The following thesis analyzes the profitability of investing in the integrated oil & gas companies...
This work project investigates the IPO valuation of Rivian, an electric vehicle company, based ona ...
A mixed-method research approach was used to identify the market factors associated with gold projec...
This work focuses on toehold bidding in the European market, providing a comparison base with Americ...
In light of the negative reputation of mortgage backed securities (MBS) due to the subprime crisis a...
I use a comprehensive data set of hedge funds to investigate alpha, performance persistence andcapit...
The present thesis examines how stock returns in the UK market are related to two specific firms’ ch...
This write-up is submitted in partial fulfillment of the Master of Management Degree in Finance and ...