FRM 2006-Hedge funds

发布时间:2010-01-19 共1页

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:

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