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CAPM Hampton ett bättre sätt att utvärdera α för hedgefonder

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This year’s Alternative Fixed Income report from HedgeNordic explores how institutional investors and asset managers are navigating this new reality, balancing yield and resilience amid shifting credit cycles, structural change, and evolving sources of return.

Stockholm (HedgeNordic.com) – Artikeln förklarar varför CAPM Hampton är ett lämpligare analysverktyg för att analysera alfa för långa och korta aktiefonder än den traditionella CAPM-modellen. Artikeln täcker även en teoretisk analys av den svenska långa och korta aktiefondsmarknaden.

Artikeln kan läsas i sin helhet som pdf här: CAPM Hampton

Bild: (c) isak55—shutterstock.com

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Filip Stenberg
Filip Stenberg
Filip Stenberg är managing director av Stenberg Alternative Investment Ltd och rådger institutionella kunder både i Sverige och internationellt. Filip Stenberg har över tio års erfarenhet av att arbeta inom hedgefonder i London, Wien och Stockholm. Han har jobbat med tillgångs- och strategiallokering, affärsutveckling, portföjkonstruktion, riskhantering och fondselektering för fler talet stora institutioner i Sverige och Europa.

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