| dc.contributor.advisor | Quinn, Andrew | en |
| dc.contributor.author | Irfaan, Jehangur | en |
| dc.date.accessioned | 2017-10-06T09:20:05Z | |
| dc.date.available | 2017-10-06T09:20:05Z | |
| dc.date.issued | 2017 | |
| dc.identifier.citation | Jehangur, I. (2017) Hedge funds performance vis-à-vis other asset classes and portfolio optimization. Masters Thesis, Dublin Business School. | en |
| dc.identifier.uri | http://hdl.handle.net/10788/3298 | |
| dc.description.abstract | In the last few years, there has been a growing level of dissatisfaction among investors with hedge
funds whilst the financial markets have witnessed a shift toward more passive investing, that is,
from actively managed Exchange Traded Funds (ETFs) to low cost passive ETFs.
This thesis aimed at analyzing the performance of hedge funds and ETFs over the last five years
using several risk performance measures. Other asset classes were added to enable an in-depth
analysis and comparison. Finally, using the mean-variance technique, a portfolio was created and
optimized. | en |
| dc.language.iso | en | en |
| dc.publisher | Dublin Business School | en |
| dc.rights | Items in eSource are protected by copyright. Previously published items are made available in accordance with the copyright policy of the publisher/copyright holder. | en |
| dc.rights.uri | http://esource.dbs.ie/copyright | en |
| dc.subject | Hedge funds | en |
| dc.subject | Portfolio optimization | en |
| dc.title | Hedge funds performance vis-à-vis other asset classes and portfolio optimization | en |
| dc.type | Thesis | en |
| dc.rights.holder | Copyright: The author | en |
| dc.type.degreename | MSc International Accounting and Finance | en |
| dc.type.degreelevel | MSc | en |
