The performance of Asian Hedge Funds

QR Code

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...

Full description

Bibliographic Details
Main Author:	Shi, Wenjie
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Online Access:	https://eprints.nottingham.ac.uk/45940/

Similar Items

Performance Persistance of Southeast Asian Hedge Funds: Empirical Evidence
by: Shalmanova, Assel
Published: (2010)

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

Performance Analysis of US Hedge Funds
by: Kamdar, Tanvi
Published: (2012)

Asian Hedge Fund Risk and Return Dynamics:Impact of the Global Financial Crisis
by: Naeem, Zain
Published: (2012)

Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce Abnormal Gains
by: Ravee, Anthony, et al.
Published: (2012)

Hedge Funds & The Alpha Paradigm
by: Logothetis, Ioannis
Published: (2012)

The role of hedge funds in mergers and acquisitions.
by: Faizy, Suhail
Published: (2007)

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

Asian hedge funds risk and return dynamics and diversification benefits before and after the global financial crisis
by: Naeem, Zain
Published: (2012)

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

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

A Study of the Hedge Funds Risk Factors
by: Yuan, Xiaoxuan
Published: (2009)

A Study on the Performance and Risk-Return Characteristics of the Hedge Fund Industry
by: Hamza, Noormohamed
Published: (2012)

The Development of Hedge Funds and Their Operation in Stock Markets in China
by: LI, ZIXIN
Published: (2013)

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

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

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 vs. Private Equity Funds- Role as blockholders for shareholder’s value creation in the UK
by: Kala, Nitika
Published: (2015)

An Empirical Evaluation Of Hedge Fund Managerial Skills Using Bayesian Techniques
by: Muteba Mwamba, John Weirstrass
Published: (2017)

Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
by: Evan, Lau, et al.
Published: (2010)

Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
by: Wan Ngah, Wan Azman Saini, et al.
Published: (2010)

An Empirical Study on Hedge Fund Portfolio Optimization, Mean-Risk Based Approaches
by: Li, Yang
Published: (2011)

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

A Study on the risk-return characteristics and the diversification benefit of the Hedge Fund industry
by: Bagaria, Neha
Published: (2007)

AN ANALYSIS OF RISK-RETURN CHARACTERISTICS AND RISK EXPOSURES OF VARIOUS HEDGE FUND STRATEGIES
by: Xiong, Danna
Published: (2006)

Hedging long-dated interest rate derivatives for Australian pension funds and life insurers
by: Fergusson, Kevin, et al.
Published: (2014)

Designing a Forex Trading and Equity Investment Strategy for the New-State Capital Hedge Fund
by: Malik, Rizvan
Published: (2008)

Mutual Fund Performance in the Southeast Asian Market: Evidence for Malaysia, Thailand and Vietnam
by: Nguyen, Phuong Thang
Published: (2018)

Mutual Fund Performance in the Southeast Asian Market: Evidence for Malaysia, Thailand And Vietnam
by: Nguyen, Phuong Thang
Published: (2018)

Research for performance and sensitivity of covered warrants hedging strategies with transaction cost and constant volatility in China market
by: SHI, YUE
Published: (2012)

To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
by: Thompson, Daniel
Published: (2010)

The performance evaluation of the open-end equity mutual fund in China
by: Shi, Chen
Published: (2018)

Malaysian Corporation Analysis on Hedging Determinants and Performance
by: Zahid, Putra Faizurrahman, et al.
Published: (2016)

Optimal hedge ratio and the hedging performance of commodity futures: the case of Malaysian crude palm oil futures market
by: Islam, Mohd Aminul
Published: (2017)

Estimating Hedge Ratio and The Hedging Effectiveness of Stock Index Futures Contract
by: Islam, Mohd Aminul, et al.
Published: (2014)

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

Malaysia pension fund performances and Islamic vs conventional fund performances
by: Kong, William Choon San
Published: (2018)

Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries
by: Kumar, Suresh
Published: (2023)

Stock Index Futures Hedging and the Impact of the 2008 Global Financial Crisis : Empirical Evidence from Five Asian Markets
by: Elias, George
Published: (2013)