Analyzing the effectiveness and implications of market-neutral strategies employed by hedge funds

Telegenov, Askar (A.A. 2024/2025) Analyzing the effectiveness and implications of market-neutral strategies employed by hedge funds. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 46. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Literature review. Hedge fund industry: overview. Methodological challenges. Market neutral hedge fund strategy. Fundamental and statistical arbitrage within equity market neutral. Methods of analyzing market neutrality. Other hedge fund strategies. Methodology. Description of data and sample period. Variables, measures and calculations. Empirical results.

References

Bibliografia: pp. 42-46.

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: Advanced corporate finance
Thesis Supervisor: Murro, Pierluigi
Thesis Co-Supervisor: Santella, Rosella
Academic Year: 2024/2025
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 09 Jun 2026 14:27
Last Modified: 09 Jun 2026 14:27
URI: https://tesi.luiss.it/id/eprint/46138

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