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Hedge funds, an alternative for the private investor?: a case study of five Swedish hedge funds
2001 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

In Sweden there has been an enormous interest in investing in the stock market, and especially fund investing has seen an increase over the years. For the private investor there are several alternatives of funds to choose from, ranging from funds with a high risk to funds with a low risk. One investment alternative is hedge funds, which are a relatively new type of funds in Sweden - surrounded by myths and rumours. The purpose of our study was to analyse hedge funds as an alternative for the private investor compared to traditional mutual funds. A case study was made on five different hedge funds consisting of both a statistical analysis, where risk and return were evaluated, as well as interviews with fund advisors from these hedge funds. The statistical analysis was focused on the Sharpe ratio, the beta value and the alpha value and comparisons were made with a sample of mutual funds. The interviews with the fund advisors were focused on their opinion of adding a hedge fund to a portfolio of funds. According to our study a hedge fund should be seen as a complement to a portfolio and not as an alternative to mutual funds.

Place, publisher, year, edition, pages
Keyword [en]
Social Behaviour Law, hedge funds, risks, return, statistical analysis
Keyword [sv]
Samhälls-, beteendevetenskap, juridik
URN: urn:nbn:se:ltu:diva-59084ISRN: LTU-SHU-EX--01/056--SELocal ID: f9c8037e-fc8e-49e1-b730-57bb7f9fab09OAI: diva2:1032472
Subject / course
Student thesis, at least 15 credits
Educational program
Business Administration, bachelor's level
Validerat; 20101217 (root)Available from: 2016-10-04 Created: 2016-10-04Bibliographically approved

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