Master Thesis Online
On the performance of multi-strategy hedge funds and the impact of the size of the management company on returns
Lautaoja, Anni 
Promotor(s) :
Corhay, Albert
Date of defense : 2-Sep-2020/8-Sep-2020 • Permalink : http://hdl.handle.net/2268.2/10416
Details
| Title : | On the performance of multi-strategy hedge funds and the impact of the size of the management company on returns |
| Author : | Lautaoja, Anni
|
| Date of defense : | 2-Sep-2020/8-Sep-2020 |
| Advisor(s) : | Corhay, Albert
|
| Committee's member(s) : | Scivoletto, Alexandre
Conlin, Andrew |
| Language : | English |
| Number of pages : | 53 |
| Keywords : | [en] Hedge fund [en] Multi-strategy |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] The widely used seven-factor model of Fung and Hsieh is deployed to discuss its adequacy for the performance evaluation of multi-strategy hedge funds. Furthermore, the research of this dissertation studies the multi-strategy hedge fund return’s exposure to its structure and by furthermore examining return’s exposure to the size of the MS HF management company.
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