Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007.

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...

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Main Authors: Lin, Joel Zhihan., Shi, Qiqi., Teo, Jiahao.
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Funds
Online Access:http://hdl.handle.net/10356/11132
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-11132
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spelling sg-ntu-dr.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
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Funds
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.
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.
author2 Kang, Joseph Choong Seok
author_facet Kang, Joseph Choong Seok
Lin, Joel Zhihan.
Shi, Qiqi.
Teo, Jiahao.
format Final Year Project
author Lin, Joel Zhihan.
Shi, Qiqi.
Teo, Jiahao.
author_sort Lin, Joel Zhihan.
title 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_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_sort market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007.
publishDate 2008
url http://hdl.handle.net/10356/11132
_version_ 1772827029000945664

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