Browsing NHH Brage by Author "Berntsen, Mathias Mossing"

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Measuring skill in the Nordic hedge fund industry : an empirical study of the value Nordic hedge fund managers extract from financial markets

Berntsen, Mathias Mossing; Skjellaug, Knut (Master thesis, 2018)

In this thesis, we use a unique dataset on Nordic hedge funds from January 2004 to August 2018 to investigate managerial skill in the Nordic hedge fund industry. Managerial skill is measured by the value hedge fund managers ...