English, Article edition: The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008 Izabela Pruchnicka-Grabias

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Bookmark: http://trove.nla.gov.au/version/17580
Physical Description
  • article
Language
  • English

Edition details

Title
  • The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008
Author
  • Izabela Pruchnicka-Grabias
Physical Description
  • article
Notes
  • The purpose of the research is to measure the investment results of hedge funds in 2007 and 2008 that is during the bull and the bear market. The S&​P500 index was used as a benchmark. It was shown that the majority of institutions whose aim is to generate absolute rates of return, and what refers to it, to generate better rates of return than traditional investments irrespective of the market situation, broke this rule. Such measures were taken into consideration as: rates of return, risk measured by standard deviation, risk measured by beta, the level of alpha, the correlation of the examined funds with traditional assets and the Sharpe ratio. The research presented in the paper is a part of the wider research conducted by the author for over 200 hedge funds divided into different investment strategies. The paper deals with 20 hedge funds chosen at random from those which applied the equity long only strategy in the examined period.
  • hedge funds, investments
  • RePEc:osi:journl:v:5:y:2009:p:481-493
Language
  • English
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