FRM 2006-Hedge funds
發(fā)布時(shí)間：2010-01-19 共1頁
This week’s movie is published for customers.We focus on the assigned hedge fund readings in Module V (RiskManagement and Investment Management). This includes reviewing W.Fung’s Fixed-Income study, which simulates a trend-following(convergence) trade with a long (short) position in a lookback straddle:
We prepared graphics to help you remember the various hedge fund strategies…
And we review the fund of hedge funds vehicle:
Jaffer categories them according to high/low absolute return targets and high/low correlation characteristics:
We prepared graphics to help you remember the various hedge fund strategies…
And we review the fund of hedge funds vehicle:
Jaffer categories them according to high/low absolute return targets and high/low correlation characteristics:
