Change search
ReferencesLink to record
Permanent link

Direct link
Absolut avkastning på den nordiska hedgefondmarknaden: - En realitet eller önsketänkande?
KTH, School of Architecture and the Built Environment (ABE), Real Estate and Construction Management.
KTH, School of Architecture and the Built Environment (ABE), Real Estate and Construction Management.
2012 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Hedge funds’ importance within the financial system has during the most recent years increased dramatically. These special funds are unique instruments that differ from traditional mutual funds in a variety of ways, however especially in how they expect returns. Due to the fact that hedge funds are able to hold short positions they possess the possibility to become market neutral investment vehicles.

Because of this possibility to sustain positions neutral to market fluctuations, the concept of absolute returns became a unique selling point for hedge fund managers and promises of stable returns unchallenged by market conditions was assured. This research paper aims to examine the theory of absolute returns in hedge funds by examining hedge funds from the Nordic region during the last years of economic turmoil that has occurred by  analyzing the results from their strategies, partially by quantitative measurements as well as qualitative.  

The results show that none of hedge fund strategies managed to deliver absolute returns over the chosen period.

Place, publisher, year, edition, pages
2012. , 70 p.
Keyword [sv]
finans, hedgefond, absolut avkastning
National Category
Civil Engineering
URN: urn:nbn:se:kth:diva-96381OAI: diva2:531571
Subject / course
Educational program
Bachelor of Science - Real Estate and Finance
Available from: 2012-08-21 Created: 2012-06-03 Last updated: 2012-08-21Bibliographically approved

Open Access in DiVA

fulltext(1223 kB)300 downloads
File information
File name FULLTEXT01.pdfFile size 1223 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Timell, FredrikFahlén, Per
By organisation
Real Estate and Construction Management
Civil Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 300 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 252 hits
ReferencesLink to record
Permanent link

Direct link