The hedge fund performance measurement: an empirical study using a multi factor model
Di Chiara, Giulia (A.A. 2015/2016) The hedge fund performance measurement: an empirical study using a multi factor model. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 139. [Master's Degree Thesis]
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Abstract/Index
General features of the hedge fund industry. Hedge fund returns: a multi-factor approach. Hedge fund performance.
References
Bibliografia: pp. 119-122.
Thesis Type: | Master's Degree Thesis |
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Institution: | LUISS Guido Carli |
Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
Chair: | Theory of finance |
Thesis Supervisor: | Borri, Nicola |
Thesis Co-Supervisor: | Nucera, Federico Calogero |
Academic Year: | 2015/2016 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 19 Oct 2016 09:57 |
Last Modified: | 19 Oct 2016 09:57 |
URI: | https://tesi.luiss.it/id/eprint/17054 |
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