The Financial Leverage Estimation for Hedge Funds Indices

碩士 === 銘傳大學 === 財務金融學系碩士班 === 107 === This study follows the methodologies of McGuire and Tsatsaronis (2008) and Patton and Ramadorai (2013) to estimate hedge fund leverage indirectly by using publicly available data, and observe the use of financial leverage by hedge funds. Our sample includes 3 he...

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Bibliographic Details
Main Authors: Chen, Chuan, 陳銓
Other Authors: Kao, Tzu-Min
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/34q887