Hedge fund course phần 5 doc
Hedge fund course phần 5 doc
... of such outcomes.
4
118 HEDGE FUND COURSE
FIGURE 7.1 Normal Distributions
4 .50 0
4.000
3 .50 0
3.000
2 .50 0
2.000
1 .50 0
1.000
0 .50 0
0.000
–100% – 75% 50 % – 25% 0% 25% 50 % 75% 100%
Probability
Return
Portfolio ... =+
×+
×+
+
=+
=+
×=
1
3 65
1
3 65
1
3 65
1
3 65
1
3 65
1
10
3 65
100 110 51 56
3 65
3 6...
Hedge fund course phần 1 docx
... Research.
$800
$700
$600
$50 0
$400
$300
$200
$100
$0
1994 19 95 1996 1997 1998 1999 2000 2001 2002 2003
Fund of Funds
Direct
200
1 25
90
70
60
50
45
30
25
35
55 0
4 75
410
330
290
250
2 45
120
95
1 65
ccc_mccrary_ch01_1-18.qxd ... through a fund of funds
intermediary. Single-manager funds (funds that implement hedge fund
strategies other than fund of...
Hedge fund course phần 8 doc
... 2,906,349
16 2 ,54 0, 352 4 ,59 4,973 3, 156 ,984
17 2,692,773 5, 054 ,470 3,432,682
18 2, 854 ,339 5, 559 ,917 3,7 35, 950
19 3,0 25, 600 6,1 15, 909 4,069 ,54 5
20 3,207,1 35 6,727 ,50 0 4,436 ,50 0
ccc_mccrary_ch13_203-216.qxd ... 1,278,460
5 1,338,226 1,610 ,51 0 1,366,306
6 1,418 ,51 9 1,771 ,56 1 1,462,937
7 1 ,50 3,630 1,948,717 1 ,56 9,230
8 1 ,59 3,848 2,143 ,58 9 1,686, 153
9...
Hedge fund course phần 9 doc
... Cumulative
2. 25% 1.02 1.02 250 0000
–1. 75% 0.98 1.004606 250
8. 15% 1.08 1.086481 659
–4.40% 0.96 1.038676466
–3.30% 0.97 1.004400143
3 .55 % 1.04 1.040 056 348
9. 15% 1.09 1.1 352 2 150 4
1. 85% 1.02 1. 156 223102
3. 65% ... 1.1984 252 45
2. 25% 1.02 1.2 253 89813
–3.60% 0.96 1.1812 757 80
2. 95% 1.03 1.2161234 15
Arithmetic average 1.73% 1.228417070
Geometric average 1.64% 1.2161234 1...
C++ Weekend Crash Course phần 5 doc
... hours earned toward graduation
float gpa;
// add a completed course to the record
float startCourse (Course* pCourse)
{
::startCourse(pCourse);// call global function
}
};
Thus, the fully extended ... pHead;
Session 15 Pointers to Objects 203
Part III–Saturday Afternoon
Session 15
4689-9 ch 15. f.qc 3/7/00 9:28 PM Page 203
// more stuff
}
};
We want the member function
Student::startCour...
Hedge fund course phần 2 ppt
... 69.30
2 $71.19 $121.00 $44.77 $ 76.23
3 $ 75. 67 $133.10 $49. 25 $ 83. 85
4 $80.44 $146.41 $54 .17 $ 92.24
5 $ 85. 51 $161. 05 $59 .59 $101.46
ccc_mccrary_ch03_ 35- 58.qxd 10/6/04 1:41 PM Page 41
However, ... incentive fee is based on the profits made by the hedge fund.
14 HEDGE FUND COURSE
FIGURE 1 .5 Risk and Reward
15. 50%
15. 00%
14 .50 %
14.00%
13 .50 %
13.00%
12 .50 %
8...
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_ch03_ 35- 58.qxd 10/6/04 1:41 PM Page 55
Foundations as Hedge Fund Investors
A ... invests in the Hirch funds.
Asset Alliance Re invests in Asset Alliance hedge funds. These hedge fund
52 HEDGE FUND COURSE
ccc_mccrary_ch03_ 35- 58.qxd 10/6...
Hedge fund course phần 4 pps
... ×−
==
∑∑
ww
i
i
N
ii
i
N
11
1
98 HEDGE FUND COURSE
FIGURE 6.2 Impact of Leverage on Portfolio Risk
3 .50
3.00
2 .50
2.00
1 .50
1.00
0 .50
0.00
10.00% 15. 00% 20.00% 25. 00% 30.00% 35. 00% 40.00% 45. 00% 50 .00% 55 .00% 60.00%
Leverage
Standard ... of a
hedge fund?
5. 10 What is the main objective of a mirrored hedge fund structure?
5. 11 Why would a fund...
Hedge fund course phần 6 ppsx
... 1 5, 000 $12.00 $14.00 $10,000
Position 2 5, 000 $19.00 $20 .50 $ 7 ,50 0
Position 3 – 15, 000 $ 9. 25 $11.00 ($26, 250 )
ccc_mccrary_ch10_ 157 -174.qxd 10/6/04 1:44 PM Page 166
ccc_mccrary_ch09_1 35- 156 .qxd ... rate.
Suppose the fund sells the bond at 104.3 75 on June 15. The fund must
book an additional 15 days’ worth of income totaling $24, 457
8
. The fund
must also journal...
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