Hedge fund course phần 9 doc

... although hedge fund styles are more persistent (see S. J. Brown, W. N. Goetzmann, and R. G. Ibbotson, “Offshore Hedge Funds: Survival and Performance, 198 9– 199 5,” NBER Working Paper Series, 199 7). ... likely to crash than other hedge funds and other hedge fund strategies. CHAPTER 5 Hedge Fund Business Models 5.1 A C corporation seems like a logical choice for a U.S. hedg...

Ngày tải lên: 14/08/2014, 09:21

... pur- chaser? 8.5 An offshore hedge fund has nearly 499 investors. What can the man- ager do to permit it to accept additional investors into the fund? 8.6 A domestic hedge fund has nearly 499 investors. What ... percent or more of a hedge fund, the hedge fund is deemed to be plan assets and the manager and the fund are controlled by ERISA. Hedge funds monitor the portions...

Ngày tải lên: 14/08/2014, 09:21

... 1,6 89, 4 79 2,357 ,94 8 1,814,7 69 10 1, 790 ,848 2, 593 ,742 1 ,95 6,245 11 1, 898 , 299 2,853,117 2,111,870 12 2,012, 196 3,138,428 2,283,057 13 2,132 ,92 8 3,452,271 2,471,363 14 2,260 ,90 4 3, 797 , 498 2,678, 499 15 ... 3, 797 , 498 2,678, 499 15 2, 396 ,558 4,177,248 2 ,90 6,3 49 16 2,540,352 4, 594 ,97 3 3,156 ,98 4 17 2, 692 ,773 5,054,470 3,432,682 18 2,854,3 39 5,5 59, 917 3,...

Ngày tải lên: 14/08/2014, 09:21

... "NASDAQ"? В 199 9 году возникала ассоциация с птицей высок ого полета, класса F-18, рассекающей небесные выси. NASDAQ Composite завершил 199 9 год умопомрачительным взлетом на 85, 59% по сравнению ... 200 30 сентября 199 8 года. • Индекс биотехнологии NASDAQ (IXBT): содержит акции компаний, занятых внедрением результатов биомедицин ских исследований. Созданный 1 но ября 199 3...

Ngày tải lên: 07/08/2014, 02:20

... 22 2 σσ Portfolio = == ∑∑ ww i j N i N jij 11 , Hedge Fund Leverage 99 ccc_mccrary_ch06_87-106.qxd 10/6/04 1:43 PM Page 99 6. 19 A hedge fund has $10 million in marginal positions and has loans to- taling $8 million. The fund is subject ... lever- age available to a hedge fund if the hedge fund holds assets subject to mar- gin requirements and if the hedge fund must...

Ngày tải lên: 14/08/2014, 09:21

... the fund. Statement of Cash Flow Generally accepted accounting practice requires a hedge fund to produce a statement of cash flow that reconciles the change 146 HEDGE FUND COURSE ccc_mccrary_ch 09_ 135-156.qxd ... future. 140 HEDGE FUND COURSE ccc_mccrary_ch 09_ 135-156.qxd 10/6/04 1:44 PM Page 140 futures broker (unless, of course, the broker seizes the positions to satisfy...

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