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: | Nguyen, K. (Kim) |
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Format: | Dissertation |
Language: | English |
Published: |
University of Oulu
2013
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Subjects: | |
Online Access: | http://urn.fi/URN:NBN:fi:oulu-201311211905 http://nbn-resolving.de/urn:nbn:fi:oulu-201311211905 |
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