Analýza vybraných hedgeových fondů
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Erleová, Markéta
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The main aim of my thesis is the analysis of selected hedge funds. The subject of a theoretical part is general definition of funds, sense of their function and strategies. The theoretical part also describes legal form, risks and structure of hedge funds and comparison with mutual funds.
The practical part processed dates and statistical information for analysis of selected hedge funds Atlantic Advanced Balanced CZK Fund and Atlantic Advanced Commodity CZK Fund managed by the Atlantik finanční trhy, a. s. and next hedge fund Dow Jones Hedge Fund managed Credit Suisse, Inc.
The results of the analysis of selected hedge funds, development of hedge funds are reviewed together with suggested arrangements that might help the selected hedge funds.
Description
Import 04/07/2011
Subject(s)
Hedge funds, hedge strategies, Sharpe Ratio, Jensen´s Alpha, Sortin Ratio, financial leverage, short selling, market risk, credit risk, liquidity risk, regulation