Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 342 for “"Hedge"”.
-
Hedge Fund Essays
This dissertation analyzes hedge fund leverage and its determinants, investigates optimal hedge fund manager behavior induced by hedge fund contracts, and uncovers an evidence of a hedge fund transparency risk premium. The first essay investigates the leverage of hedge funds in the time series and …
-
Activist hedge funds
Hedge funds have played a significant role in shareholder activism in the U.S. They have appeared quite frequently in the media as the driving force behind changes in firms' management that generate higher returns on their investments. Nonetheless, many wonder whether they really bring long-term …
-
Hedge fund factorisation and benchmarking: Understanding hedge fund performance, benchmarking and the reward system for hedge fund managers
Hedge funds give portfolio managers access to more tools to aid in better portfolio construction. The introduction of tools such as leveraging and shorting provided managers with the ability to augment exposures to different asset classes. The result is the ability to create portfolios with …
-
Hedge fund structured products
… their asset allocation strategies. Interest in hedge funds and alternative investment styles is growing as investors realize these investments offer better return potential with relatively low correlation to traditional asset classes. However, returns of hedge funds have been somewhat lackluster …
-
ESSAYS IN HEDGE FUND GOVERNANCE
… new evidence and address critical gaps in hedge fund governance literature. The first paper address a critical gap in prior literature of hedge fund board of directors, an emerging topic of importance in hedge fund governance literature. We study investor reaction to removal of independent …
-
Hedge Fund Performance and Derivative Hedging
… is comprised of three essays which focus on hedge fund performance and derivative hedging. The first essay uses ETF returns as proxies for tradable risk factors in hedge fund performance evaluation and identifies contemporaneously relevant risk factors from the entire universe of ETFs. The …
-
An empirical study of hedge funds
Hedge Funds are one of the fastest growing, yet least understood, category of alternate investment vehicles. They are pooled investment vehicles that use leverage, short-selling, dynamic hedging and derivatives to implement investment strategies significantly different from the non-leveraged, …
-
Hedge cities : gambling on regional futures
Environmental degradation, automobile dependence, anticipated rapid population growth and spatial inequity have combined to form the basis for recent North American regional plans advocating a physical alternative to diffuse, uncoordinated development. To provide a physical place in which …
-
Hedge funds and higher moment portfolio selection
… central limit theorem, the returns of several hedge fund indices exhibit distributional characteristics inconsistent with normality. In this context, this study empirically compares the Markowitz (1952) mean-variance optimisation technique with a higher moment methodology recently proposed by …
-
Hedge funds and higher moment portfolio selection
… strategies are crucial constituents in a fund of hedge funds portfolio. When comparing optimised multi-asset class portfolios including an allocation to hedge funds, the results show that meanvariance optimisation overallocates to the hedge fund class on the basis of its high reward to volatility …
-
Las "Hedge Schools" irlandesas : naturaleza, etapas y representación
Las Hedge Schools eran en origen escuelas independientes y clandestinas surgidas a raíz de la legislación de 1695 que privaba a la población católica irlandesa, entre otros, del derecho a la educación. Estructuramos su devenir en tres etapas y analizamos las claves de su creación, su edad dorada y …
-
Essays on Hedge Fund Activism and Family Firm
This dissertation has two essays covering hedge fund activism and family firm. In the first essay of my dissertation, I investigate how hedge fund activism reengineer corporate culture of targeted firms. By using culture measures based on the Q&A section of earnings conference calls, I find that …
-
Essays on Hedge Fund Performance and Corporate Governance
The hedge fund industry aggregate is approximately US$ 3.61tn assets under management (Prequin, 2020). Despite the significance of these numbers and their potential effect on the global economic stability, the literature remains silent regarding domicile-strategic related aspects of performance, …
-
Essays on hedge fund risk, return and incentives
… is no legal or regulatory of what constitutes a hedge fund, though the generally accepted definition is that they are unregulated pools that invest in any asset class as well as derivative securities and use long and short positions, as well as leverage where the manager is compensated with a …
-
Strategic asset selection taxonomy : fund of hedge funds
… a logical methodology to be used to assess the hedge fund managers' return time series in comparison with their peers. This enables Fund of Hedge Funds portfolio manager to identify those with required factors to be included in a portfolio. The models that had been used as the industry standard …
-
Analysis of hedge funds' performance in South Africa
Includes abstract. Includes bibliographical references.
-
Essays in hedge fund replication, evaluation and synthetic funds
… returns with statistical properties similar to hedge funds. It is shown that this technique is not only capable of replicating fund of funds returns, but is equally well suited for the replication of individual hedge fund returns. Since replication is accomplished by trading futures on …
-
Hedge Fund Ownership and Auditor-Client Contracting In U.S. Firms
<p>Hedge funds have grown rapidly in the last two decades, from managing assets worth approximately $600 billion in 2003 to over $3 trillion in 2017. As hedge funds themselves have grown, so too have concerns about their involvement with publicly traded companies and their effect on various …
Page 1 of 18