Time series risk factors of hedge fund investment objectives
In this thesis, I find eight common time series risk factors among all hedge fund investment objectives, including: equity market factor, equity size spread factor, bond credit spread factor, emerging market factor, equity trend following factor, Fama-French value factor, time series momentum factor...
| Main Author: | |
|---|---|
| Format: | Dissertation |
| Language: | English |
| Published: |
University of Oulu
2013
|
| Subjects: | |
| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201311211905 http://nbn-resolving.de/urn:nbn:fi:oulu-201311211905 |