【考试科目】CFA一级:Alternative Investments 【考频分析】考频:★★ 【复习程度】理解掌握本考点。 【高频考点】Hedge Fund Strategies Hedge Fund Strategies分为四个大类: 1.Event-Driven Strategies事件驱动策略 Event-driven strategies是利用公司的重组、并购等事件,寻求套利机会,使用做空、做多等手段进行获利的策略。
2.6Multi-Strategy 2.7Fund-of-Fund 2.7.1 关于Mgmt Fee: PE mgmt fee都是基于committed capital, 但是也有些是基于NAV 或者invested capital的,整体就是看做基于committed capital。 Hedge Fund基于年初AUM,如果题目讲了基于期末则用期末AUM。 2.7.2 applied to 和applied on: applied to:收不收。取决于sharing...
The success of a hedge fund is directly tied to its performance, and job cuts can occur if the fund experiences losses. Ethical Considerations: Certain hedge fund strategies may raise ethical concerns, depending on individual values and risk tolerance. It is crucial to understand the investment ...
在structure这里,指的是构建这个策略的组织形式,因为对冲基金一般流动性差,对投资者的投资专业要求高,风险很大,大多数是以LP GP这种组织形式来呈现的,也有一些是流动性比较好的,比如现在新的liquid alts,这种就比较适合类似mutual fund这样的组织结构,并不是说它就是mutual fund了。 ---努力的时光都是限量版,加油...
Hedge fund managers have greater flexibility in their investment strategies, including: Employing sophisticated techniques like short-selling borrowed securities Investing in alternative assets and private equity Using complex risk management strategies
Portfolio Management: asset allocationPortfolio Management: hedge fund strategiesAn abstract of the article "Are "Market Neutral" Hedge Funds Really Market ... Patton,J Andrew - 《Cfa Digest》 被引量: 18发表: 2010年 Diversification with risk factors and investable hedge fund indices hedge funds ...
As of end-October 2012 our Striker Asia Opportunities Fund was up over 20% net year-to-date. This strong performance is attributed to careful Asian corporate credit selection, strong tail-wind support from technical and regional geopolitical events as well as avoiding naive hedging strategies. We...
hedge fund strategiesmacro strategiesequity strategiessector‐focused equity strategiesemerging market strategiesSummary This chapter contains sections titled: Opportunistic Strategies Event Driven Strategies Relative Value Strategies Capital Structure Arbitrage Strategies Endnotesdoi:10.1002/9781118390511.ch4...
CFA III Fixed Income inter-market carry trade 如果不是currency netural 的,在计算收益率时需考虑升值贬值,但比较哪个收益率高时是不需要换算成common currency的对吗? 但所有的 inter-market strategies 是在比较时都要变成以common currency hedged 之后的收益再比较?
If working for a hedge fund is your goal, create daily habits that work toward that goal. Subscribe to some free hedge fund newsletters, read books or articles on hedge funds every day, and join a local hedge fund association or club. You'll learn the basics: all the main terms and de...