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Kamdar, Tanvi (2012) Performance Analysis of US Hedge Funds. [Dissertation (University of Nottingham only)] (Unpublished)

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Abstract

The aim of this dissertation is to investigate the strategies employed by successful hedge funds and analyse these funds’ performance on the basis of those strategies. This research is done to throw light on the performance analysis of hedge funds strategies, the implementation of these strategies, their benefits and the risk involved in them. The returns of hedge funds over the period of 1994-2010 reported by the Hennessee Hedge Fund Index have been analysed using absolute performance measure like the Sharpe Ratio.

Objectives of this research:

i. Investigate the factors driving hedge funds returns/ performance.

ii. Implementation of most common hedge fund strategies and comparison of different hedge fund style (strategies) that generate returns for hedge funds.

iii. Comparison of risk - return characteristics of hedge funds with mutual funds.

iv. Investigate the unique challenges of the hedge fund market i.e. the risks involved in the use of hedge funds dynamic strategies.

v. Investigate evidence of superior risk – return performance of hedge funds as compared to different asset classes.

Item Type:	Dissertation (University of Nottingham only)
Depositing User:	EP, Services
Date Deposited:	01 Aug 2014 09:19
Last Modified:	21 Mar 2022 16:09
URI:	https://eprints.nottingham.ac.uk/id/eprint/25405

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