Hedge fund course phần 3 pptx

... creates? 3. 9 Suppose a fund of funds invests equally in four hedge funds. The re- Types of Hedge Fund Investors 55 ccc_mccrary_ch 03_ 35-58.qxd 10/6/04 1:41 PM Page 55 Foundations as Hedge Fund Investors A ... annual rate is allocated over a 36 0-day year: $900,000 × 5% × 184 /36 0 = $ 23, 000 2. As in note 1: $1,000,000 × 3% × 184 /36 0 = $15 ,33 3 3. Michelle Pacelle, Hedge...

Ngày tải lên: 14/08/2014, 09:21

Ngày tải lên: 24/07/2014, 12:22

... 2001 2002 20 03 $120 $100 $80 $60 $40 $20 $0 $30 .59 $35 .19 $33 .89 $39 .61 $42. 13 $50 .34 $46.10 $46.17 $51.18 $ 53. 64 $ 53. 34 $77.42 $80.00 $85.71 $86.67 $101. 23 FIGURE 1.4 Estimated Hedge Fund Assets ... 1 CHAPTER 2 Types of Hedge Funds 19 CHAPTER 3 Types of Hedge Fund Investors 35 CHAPTER 4 Hedge Fund Investment Techniques 59 CHAPTER 5 Hedge Fund Busines...

Ngày tải lên: 14/08/2014, 09:21

... 12.99% 40% 60% 9.40% 13. 08% 30 % 70% 9 .30 % 13. 33% 20% 80% 9.20% 13. 75% 10% 90% 9.10% 14 .31 % 0% 100% 9.00% 15.00% ccc_mccrary_ch01_1-18.qxd 10/6/04 1:41 PM Page 13 CHAPTER 3 Types of Hedge Fund Investors T he ... saving plans, Types of Hedge Fund Investors 43 ccc_mccrary_ch 03_ 35-58.qxd 10/6/04 1:41 PM Page 43 CHAPTER 2 Types of Hedge Funds CLASSIFYING HEDGE FUNDS W...

Ngày tải lên: 14/08/2014, 09:21

... a Hedge Fund Default? Hedge funds often invest more than their capital in assets and may have short positions. For either reason, hedge funds may lose more than the cap- ital invested in the fund. ... least volatile hedge funds are the funds following ar- bitrage strategies. These funds also have the highest leverage of all hedge fund investment styles. A highly levered, well-h...

Ngày tải lên: 14/08/2014, 09:21

... 1.2 831 1.2 831 0.00% July –5.80% 1.2087 1.2 831 –5.80% August 1.80% 1. 230 4 1.2 831 –4.10% September 6.90% 1 .31 53 1 .31 53 0.00% October –1.80% 1.2916 1 .31 53 –1.80% November 0.20% 1.2942 1 .31 53 –1.60% December ... companies Hedge Fund Legislation and Regulation 131 ccc_mccrary_ch08_127- 134 .qxd 10/6/04 1: 43 PM Page 131 CHAPTER 8 Hedge Fund Legislation and Regulation...

Ngày tải lên: 14/08/2014, 09:21

... $3, 8 03) for February. The second partner owns 37 .5 percent of the fund (30 0 units/800 units) and is allocated $1,426 (37 .5% × $3, 8 03) for February. The third partner owns 37 .5 percent of the fund ... the 148 HEDGE FUND COURSE ccc_mccrary_ch09_ 135 -156.qxd 10/6/04 1:44 PM Page 148 fund holds 50,000 shares of the stock on April 30 . How should it treat the dividend payme...

Ngày tải lên: 14/08/2014, 09:21

... are individual hedge funds. By accepting investments from a fund of funds man- ager, the hedge fund manager is allowing the fund of funds manager to mar- ket the hedge fund to investors. Of course, the fund ... funds. Sometimes, a fund of funds manager can develop a relationship with a hedge fund that closely links the fund of funds to individual hedge fund. Many...

Ngày tải lên: 14/08/2014, 09:21

... 2,260,904 3, 797,498 2,678,499 15 2 ,39 6,558 4,177,248 2,906 ,34 9 16 2,540 ,35 2 4,594,9 73 3,156,984 17 2,692,7 73 5,054,470 3, 432 ,682 18 2,854 ,33 9 5,559,917 3, 735 ,950 19 3, 025,600 6,115,909 4,069,545 20 3, 207, 135 ... 1,5 93, 848 2,1 43, 589 1,686,1 53 9 1,689,479 2 ,35 7,948 1,814,769 10 1,790,848 2,5 93, 742 1,956,245 11 1,898,299 2,8 53, 117 2,111,870 12 2,012,196 3, 1...

Ngày tải lên: 14/08/2014, 09:21

... 1. 038 676466 3. 30% 0.97 1.0044001 43 3.55% 1.04 1.04005 634 8 9.15% 1.09 1. 135 221504 1.85% 1.02 1.1562 231 02 3. 65% 1.04 1.198425245 2.25% 1.02 1.22 538 98 13 3. 60% 0.96 1.181275780 2.95% 1. 03 1.2161 234 15 Arithmetic ... average 2 .32 % 1.42% 0. 23% 2 .39 % 1.59% Geometric average 2 .31 % 1 .33 % 0.14% 2 .39 % 1.59% Annualized return 31 .55% 17.14% 1.69% 32 .74% 20.80% 3. 1...

Ngày tải lên: 14/08/2014, 09:21