Powerpoint Presentations

 

’The great tragedy of Science - the slaying of a beautiful hypothesis by an ugly fact’

- Thomas H. Huxley –

Below you may find a collection of presentations given on various occasions. Some of the files for download include an introductory framework to the quantitative assessment of hedge funds and proposed research in the field. For further reading, references to online articles and publications are included. The standard format is Mircosoft Powerpoint 2007. Earlier Powerpoint versions can be provided on request. Some of the Excel source data may be available as well. Please include references to this website should you decide to use some of the information provided.

Hedge Funds

Empirical Analysis of Fund of Hedge Funds (Tass database)downloads: 1990 | type: pptx | size: 555 kB

This presentation was given to fund managers at First Rand Alternative Investment Management (FRAIM) in September 2009. It is an overview of data mining and analysis using information and time series reported to the Trading and Sales Support (TASS) database. Some of the techniques and recommendations would apply to time series analysis in general.

Data Sourcing, Statistical Processing and Time Series Analysisdownloads: 1465 | type: pptx | size: 267 kB
Data Sourcing, Statistical Processing and Time Series Analysis (long)downloads: 1399 | type: pptx | size: 319 kB

A presentation on time series analysis following an example of research into hedge fund investments. The speech was given at the annual EDAMBA summer research academy from 23rd to 29th July 2009 in Soréze (France). It also includes approaches to hedge fund pricing. The presentation is available as short and long version.

Parametric Pricing Models for Hedge Fundsdownloads: 1613 | type: pptx | size: 341 kB

The above presentation is a progress report on a PhD research project into hedge funds. It was presented to the commitee at the University of Stellenbosch Business School on 20th November 2009. It includes some preliminary empirical findings as well as relevant online sources.

HSH Nordbank: World of Hedge Fundsdownloads: 1484 | type: pptx | size: 3 MB

This presentation was initially created for internal purposes at HSH Nordbank AG (Germany). It includes an extensive introduction to hedge funds and common descriptive statistics used in hedge fund analysis. Currently, the presentation is available in German only. Linked-in Excel tables may be provided on request.

Applicability of Traditional Risk Measures for Assessing the Inherent Risks of Alternative Investment Portfoliosdownloads: 1459 | type: pptx | size: 831 kB

This presentation was held at USB in December 2006 in preparation for a Master thesis. The corresponding thesis abstract to the above presentation may be found in the research section.

 

Related Research

Framework - Fundamental Descriptive and Comparative Statisticsdownloads: 1837 | type: pptx | size: 170 kB

This overview, whilst not exhaustive, covers some of the basic test statistic and parameters used in data analysis. The framework corresponds roughly to the VBA templates Data Analysis and Data Analysis Plus in Excel.

last updated: Dec 17 2018 3:07 AM
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