Quantitative Analysis of Explanatory Factors Disclosures in Hedge Fund

QR Code

Quantitative Analysis of Explanatory Factors Disclosures in Hedge Fund

In this paper, we carry out a series of quantitative analysis with an aim to provide a deeper insight about the adjusted excess returns of hedge fund indices and the potential risk factors that influence the strategies. In order to explore what potential explanatory factors involved in hedge fund, w...

Full description

Bibliographic Details
Main Author:	Zhou, Zhanxu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Subjects:	Hedge Fund Explanatory Factors excess returns Stepwise regressions
Online Access:	https://eprints.nottingham.ac.uk/23991/

Similar Items

Quantitative Analysis of Explanatory Factors Disclosures in Hedge Fund
by: Zhou, Zhanxu
Published: (2010)

Hedge Funds or Mutual Funds, What proves Significant in the Long run? An Empirical Study
by: Jani, Vibhuti
Published: (2008)

Hedge Funds & Their Impact on the Indian Capital Market
by: Tibrewal, Saket
Published: (2008)

A Study on the Performance and Risk-Return Characteristics of Hedge Funds
by: Guleria, Arjun
Published: (2008)

The readiness of China towards an economic phenomenon: A hedge fund industry perspective
by: Wang, Junyi
Published: (2007)

Evaluation of Hedge Fund Performance
by: Zhang, Qi
Published: (2007)

A Study on Hedge Funs as An Investment Strategy for Investors: A Qualitative Approach
by: Jadgev, Simran
Published: (2006)

Parametric Value at Risk models for hedge fund application
by: Micallef, Pierre
Published: (2008)

Responsible Hedge Funds - Assessment of an SRI Concept
by: Pinner, Wolfgang
Published: (2007)

Evaluation of Hedege Fund Performance
by: Zhang, Qi
Published: (2007)

Swings in sentiment and stock returns: Evidence from a frontier market
by: Rahman, M., et al.
Published: (2013)

The factors of corporate hedging using financial derivatives: Why French non-financial companies hedge?
by: Tosun, Melek
Published: (2019)

Cross - Currency Hedging Using Options
by: Suri, Akshay
Published: (2006)

Hedging the risk of oil
by: Tong, Man Chi
Published: (2006)

Impact of derivative hedging on audit fees in Malaysia
by: Yan, Andy Rong En
Published: (2022)

Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets
by: Zhang, Shu
Published: (2007)

Social efficiency of entry in a vertically related industry
by: Basak, Debasmita, et al.
Published: (2016)

Currency Hedging Strategies are beneficial to firms: A Study on the Developing Industries in India
by: Talwar, Salil
Published: (2006)

Lobbying Activity on International Accounting Standard: An examination of lobbying behaviour on macro hedging treatment
by: Yu, Xiang
Published: (2006)

A stepwise based fuzzy regression procedure for developing customer preference models in new product development
by: Chan, Kit Yan, et al.
Published: (2015)

Classifying theories of welfare
by: Woodard, Christopher
Published: (2013)

Essays on corporate hedging from the perspective of non-financial firms
by: Wang, Zhenkai
Published: (2024)

Characterisation of biomass pyrolysis by stepwise product collection and analysis: Mallee wood
by: Drzezdzon, Brendan, et al.
Published: (2013)

Incentives of derivative hedging: Evidence from German non-financial corporations
by: Pfleiderer, Felix
Published: (2016)

Effects of corporate hedges on firm exposure and firm value: empirical evidence from US
by: Huang, Xiaoyi
Published: (2017)

Gold as a hedge for inflation risk in Malaysia
by: Muhamad Senan, Mohamad Khair Afham
Published: (2013)

Derivatives Usage by Non-Financial Firms in Thailand; implications on the hedging strategy
by: Chawla, Veerathep
Published: (2007)

An Empirical Performance Evaluation of Closed-end Funds in China
by: Peng, Qian
Published: (2006)

An Empirical Analysis of Herding Behaviour in The US Mutual Funds Industry
by: Bui, Phuong Tram
Published: (2018)

Strategic hedging by smaller powers: what can neoclassical realism add?
by: Smith, Nicholas Ross
Published: (2018)

Accounting Information and Excess Stock Returns: The Role of The Cost of Capital - New Evidence From US Firm-level Data
by: Apergis, Nicholas, et al.
Published: (2012)

Hedging using Derivatives: A Study of Non-Financial Firms in the UK
by: Smith, Christopher
Published: (2006)

Closed-end Funds vs. Open-end Funds A Literature Review
by: Li, Wei Wei
Published: (2007)

An Empirical Study of Mutual Fund Performance and Its Relation with Fund Size
by: Lu, Daofen
Published: (2007)

Performance Analysis of Active and Passive Fund Management: Evidence from the UK
by: Ahmed, Mohammad Sharfaraz
Published: (2020)

Does hedge accounting reduce earnings volatility? Evidence from the implementation of MFRS no. 9 in Malaysia two export-oriented industries
by: Soh, Siong Ching
Published: (2020)

Do Open-end Funds Outperform Closed-end Funds? A Research on China's Mutual Funds Market.
by: ZHENG, YI
Published: (2006)

Determinants of excessive executive compensation
by: Cong, Lingmei, et al.
Published: (2012)

Cross-hedging effectiveness of jet fuel oil spot prices with future contracts
by: Ahmed, Mohamed Mostafa Elsayed
Published: (2023)

Index Fund Performance In China and Tracking Error Analysis
by: Zhu, Leting
Published: (2007)