The performance of Asian Hedge Funds
This paper focus on the correlation between major macro indicators and the Asian hedge funds performance. The author introduces a Vector Auto regression model to find this correlation and proposes a method to forecast the hedge fund return. It is found that the government Treasury bill interest rate...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Online Access: | https://eprints.nottingham.ac.uk/45940/ |