Blar i NTNU Open på forfatter "Scheel, Christian Fredrik"
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Managerial Risk Profile in Hedge Funds with Multiple High-Water Marks - Numerical Modelling and Fund Structure Analysis
Scheel, Christian Fredrik; Herud, Thomas Alexander; Rime, Eirik Frøyland (Master thesis, 2015)We investigate a hedge fund manager's risk-taking profile and evaluate how fund composition and multiple evaluation periods affect risk-levels. The fund composition refers to the specific characteristics that result from ...