Leverage management in global macro and fixed income hedge funds

Frisaldi, Federico (A.A. 2016/2017) Leverage management in global macro and fixed income hedge funds. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 121. [Master's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only

Download (9MB) | Request a copy


Scope of work. Hedge funds in the global investment spectrum. Background theory. The estimates of the leverage. Leverage drivers. Leverage management and the role of volatility. Leverage and performances. The leverage of UCITS hedge funds.


Bibliografia: pp. 86-90.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Fixed income, credit and commodities
Thesis Supervisor: Cybo-Ottone, Alberto Adolfo
Thesis Co-Supervisor: Langer, Marshall
Academic Year: 2016/2017
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 15 May 2018 15:28
Last Modified: 15 May 2018 15:28
URI: https://tesi.luiss.it/id/eprint/20988


Downloads per month over past year

Repository Staff Only

View Item View Item