A study of the hedge fund performance under various circumstances
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 98 === In this thesis, the main database on hedge funds is CISDM from January 1994 to December 2008. We apply Fung and Hsieh’s seven-factor model to get alpha value and test the performance under various circumstances. The findings of the paper are as follows: 1.T...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06876491915374466663 |