Глобалната финансова криза и ролята на индустрията на хедж–фондовете


Категория на документа: Финанси



Приложения
Фигура 1 Доходност на хедж-фондовете сравнена с тази на акции, облигации и стоки

Източник: Center for hedge fund research, Imperial College, London
Фигура 2 Корелация между хедж-фондовете и главните класове активи

Фигура 3 Доходност според различните хедж-фонд стратегии

Източник: Center for hedge fund research, Imperial College, London
Фигура 4 Комулативна доходност ( януари 2000г.-декември 2009г.)

Източник: Hennessee Group

Фигура 5 Риск срещу доходност (януари 2000г.-декември 2009г.)

Източник: Hennessee Group
Таблица 1

Източници
1. Dion Friedland-Hedge fund association
2. Hennessee Group-Hedge funds outperform in the Lost decade www.hennesseegroup.com
3. KPMG- The value of the hedge fund industry
4. Maria Strömqvist- Hedge funds and the financial crisis of 2008
5. Rob Suber and Aaron Vermut- Post-Crisis: Hedge Funds, Custodial risk and Prime Brokers
6. Shane Brett- Hedge funds & The Global Economic Crisis: willing culprits or easy scapegoats?
7. Timothy F. Geithner- Hedge funds and their implications for the financial system http://www.newyorkfed.org/newsevents/speeches/2004/gei041117.html
8. Tomas Garbaravicius and Frank Dierick- Hedge funds and their implications for financial stability (European Central Bank Occasional Paper Series, August 2005)
9. International Monetary Fund- Global Financial Stability Report: Responding to the Financial Crisis and Measuring Systemic Risks. (April 2009)
10. KPMG- The value of the hedge fund industry
11. Hedge Fund Association- http://thehfa.org/aboutus
12. http://www.hedgefundfacts.org/hedge/wp-content/uploads/2009/09/Hedge_Funds.pdf
13. www.hedgeco.net-Hedge fund online database and community
1 Dion Friedland-Hedge fund association, Chairman, Magnum funds
2 www.hedgeco.net- Hedge fund online database and community
3 Hedge funds and their implications for the financial system-Timothy F. Geithner, Federal Reserve Bank of New York
4 Hedge funds and their implications for financial stability-Tomas Garbaravicius and Frank Dierick (European Central Bank Occasional Paper Series, August 2005)
5 International Monetary Fund, Global Financial Stability Report: Responding to the Financial Crisis and Measuring Systemic Risks. (April 2009).
6 Hedge funds and the financial crisis of 2008- Maria Strömqvist, Financial Stability Department of Sweden
7 Fannie Mae (Federal National Mortgage Association) and Freddie Mac (Federal Home Loan Mortgage Corporation)
8 Hedge funds & the Global Economic Crisis: willing culprits or easy scapegoats? - Shane Brett, Managing director, Global perspectives
9 Алфа-често използваща се мярка, използвана, за да оцени представянето на хедж-фонд мениджмънта, тъй като представлява допълнителната възвръщаемост към бенчмарк индекс на безрискова инвестиция.
10 Post-Crisis: Hedge Funds, Custodial risk and Prime Brokers by Rob Suber and Aaron Vermut
11 The value of the hedge fund industry- KPMG group
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