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]
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Abstract/Index
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.
References
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 |
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