Hedge Fund: Impact of Alpha for different parameter

dc.contributor.advisor	Billio, Monica	it_IT
dc.contributor.author	Burigo, Marco <1988>	it_IT
dc.date.accessioned	2013-01-31	it_IT
dc.date.accessioned	2013-04-30T09:43:10Z
dc.date.available	2013-04-30T09:43:10Z
dc.date.issued	2013-03-01	it_IT
dc.identifier.uri	http://hdl.handle.net/10579/2530
dc.description.abstract	We study the style of Hedge funds by their alpha and others different parameters. This ones are caluculate by the paper of Fung and Sheng.	it_IT
dc.language.iso	en	it_IT
dc.publisher	Università Ca' Foscari Venezia	it_IT
dc.rights	© Marco Burigo, 2013	it_IT
dc.title	Hedge Fund: Impact of Alpha for different parameter	it_IT
dc.title.alternative	How to choose an Hedge Fund? Impact of qualitative characteristics on performances	it_IT
dc.type	Master's Degree Thesis	it_IT
dc.degree.name	Economia e finanza	it_IT
dc.degree.level	Laurea magistrale	it_IT
dc.degree.grantor	Dipartimento di Economia	it_IT
dc.description.academicyear	2011/2012, sessione straordinaria	it_IT
dc.rights.accessrights	openAccess	it_IT
dc.thesis.matricno	815922	it_IT
dc.subject.miur	SECS-P/05 ECONOMETRIA	it_IT
dc.description.note		it_IT
dc.degree.discipline		it_IT
dc.contributor.co-advisor		it_IT
dc.date.embargoend		it_IT
dc.provenance.upload	Marco Burigo (815922@stud.unive.it), 2013-01-31	it_IT
dc.provenance.plagiarycheck	Monica Billio (billio@unive.it), 2013-02-11	it_IT