Systematisk riskexponering i svenska hedgefonder
Svenska hedgefonders exponering mot riskfaktorerna i Fung & Hsieh (2004) under perioden 2006-2007
… equity market portfolio and the spread between small cap and large cap stocks (SMB) during the sample period. This is consistent with our a priori expectations and previous international studies. We do not find the expected systematic fixed-income related risk exposure for the …