Swedish Hedge Fund and Mutual Fund Performance during the Financial Crisis of 2008

dc.contributor.author	Hoang, Ninh
dc.date.accessioned	2015-09-08T12:47:52Z
dc.date.available	2015-09-08T12:47:52Z
dc.date.issued	2015-09-08
dc.identifier.uri	http://hdl.handle.net/2077/40543
dc.description.abstract	The purpose of the thesis is to study the respective performance of Swedish hedge and mutual funds during the financial crisis of 2008 to see which type of funds have the best performance during a crisis of this sort. A conditional four-factor model developed by Fink, Raatz and Weigert (2014) is used for the estimation of performance. The empirical results demonstrate that both hedge funds and mutual funds underperformed during the crisis but hedge funds performed less badly than mutual funds.	sv
dc.language.iso	eng	sv
dc.relation.ispartofseries	Master Degree Project	sv
dc.relation.ispartofseries	2015:80	sv
dc.subject	hedge funds	sv
dc.subject	mutual Funds	sv
dc.subject	financial crisis of 2008	sv
dc.subject	conditional four-factor model	sv
dc.subject	fund’s performance	sv
dc.title	Swedish Hedge Fund and Mutual Fund Performance during the Financial Crisis of 2008	sv
dc.type	Text
dc.setspec.uppsok	SocialBehaviourLaw
dc.type.uppsok	H2
dc.contributor.department	University of Gothenburg/Graduate School	eng
dc.contributor.department	Göteborgs universitet/Graduate School	swe
dc.type.degree	Master 2-years