How effectively do hedge funds generate alpha?
Criniti, Lorenzo (A.A. 2024/2025) How effectively do hedge funds generate alpha? Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 53. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Understanding hedge funds. What’s a hedge fund. History of hedge funds. Objective and fees. The master-feeder structure of hedge funds. Hedge fund’s role in the economy. Assumptions. Trading strategies. Data and methodology. Data sources. Sample. Portfolio construction. Benchmarks. Performance measures. QARP strategy. Event-driven strategy.
References
Bibliografia: pp. 43-45. Sitografia: p. 46.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2024/2025 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 29 May 2026 12:27 |
| Last Modified: | 29 May 2026 12:27 |
| URI: | https://tesi.luiss.it/id/eprint/45998 |
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