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
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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