Hedge Funds - Fundamentals
En collaboration avec
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Sur demande
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8 h
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Cours du jour
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English
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FI023CJ
Objectives
The objective of this module is to provide the participant with an introductory overview of hedge funds, their main strategies and risk and performance measures.
Programme
- Definitions and basic concepts
- History and definitions : origin, concept, structure &legal framework
- An asset class in its own right
- Impact of hedge funds on the financial markets
- Advantages and disadvantages
- Main hedge funds strategies
- Convertible arbitrage, Merger Arbitrage, Event driven, Distressed securities, Equity market neutral, Equity long short, Fixed-income arbitrage, Global macro, Managed futures
- Risk and performance measures for hedge funds
- Basic concepts : risk, return, volatility and Net Asset Value
- Risk : 5 technical risk ratios
- …and their shortcomings
- Value at risk
- Benchmarking hedge funds
- Case studies
Lieu
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Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
L-1615 Luxembourg
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