Hedge Funds by Edu Pristine

Author of lecture Hedge Funds

Edu Pristine

Customer reviews

Excerpts from the accompanying material

... describe landmark events which precipitated major changes in the development of the industry. Describe the different hedge fund strategies, explain their return characteristics, and describe the inherent risks of each strategy. Describe the historical performance trend of hedge funds compared to equity indices, and evaluate statistical evidence related to the ...

... High Leverage. Illiquid in nature. Limited to ...

... a larger scale and are accessible to a large pool and diversified investors. Mutual funds have a very limited use of derivatives. ...

... In 1994, many known hedge fund managers suffered huge losses due to unexpected change in the interest rate policy by federal reserve. ...

... Short Strategy - Global Macro Strategy - Arbitrage Strategy - Fixed Income Arbitrage - Convertible Arbitrage - Relative Value ...

... might have changed over time. When the sample period was broken down into subperiods, the results were consistent ...

... was created starting at the end of year 2001. This process was repeated until the end of 2009. Another portfolio was created in 2010 by computing the ...

... to liquidation of leveraged positions following the unexpected rate hike by US Federal Reserve. ...

... asymmetry exists between principal and agent. This is due to the variable compensation for the hedge fund managers. ...

... institutional investors invested in fund of fund hedge funds. Institutional investors were more demanding in operational integrity and governance process of ...

... assets under management (AUM) are concentrated in the hands of small number of large funds. Towards the end of year 2010, the ...