Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007.
Using fund-level data, we analyze both the contemporaneous and projected market neutrality of market neutral hedge funds for the 1998–2007. We found that consistent with existing studies, the estimates of coefficient for the market betas in contemporaneous neutrality test are statistically insignifi...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11132 |
| _version_ | 1826121142772957184 |
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| author | Lin, Joel Zhihan. Shi, Qiqi. Teo, Jiahao. |
| author2 | Kang, Joseph Choong Seok |
| author_facet | Kang, Joseph Choong Seok Lin, Joel Zhihan. Shi, Qiqi. Teo, Jiahao. |
| author_sort | Lin, Joel Zhihan. |
| collection | NTU |
| description | Using fund-level data, we analyze both the contemporaneous and projected market neutrality of market neutral hedge funds for the 1998–2007. We found that consistent with existing studies, the estimates of coefficient for the market betas in contemporaneous neutrality test are statistically insignificant. |
| first_indexed | 2024-10-01T05:27:35Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/11132 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T05:27:35Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/111322023-05-19T07:23:08Z Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. Lin, Joel Zhihan. Shi, Qiqi. Teo, Jiahao. Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Funds Using fund-level data, we analyze both the contemporaneous and projected market neutrality of market neutral hedge funds for the 1998–2007. We found that consistent with existing studies, the estimates of coefficient for the market betas in contemporaneous neutrality test are statistically insignificant. 2008-09-24T07:51:34Z 2008-09-24T07:51:34Z 2008 2008 Final Year Project (FYP) http://hdl.handle.net/10356/11132 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Funds Lin, Joel Zhihan. Shi, Qiqi. Teo, Jiahao. Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. |
| title | Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. |
| title_full | Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. |
| title_fullStr | Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. |
| title_full_unstemmed | Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. |
| title_short | Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. |
| title_sort | market neutrality of market neutral hedge funds contemporaneous and projected neutrality 1998 2007 |
| topic | DRNTU::Business::Finance::Funds |
| url | http://hdl.handle.net/10356/11132 |
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