| Call Number | 11889 |
|---|---|
| Day & Time Location |
T 8:10pm-10:00pm 207 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Eric Yeh |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | The hedge fund industry has continued to grow after the financial crisis, and hedge funds are increasingly important as an investable asset class for institutional investors as well as wealthy individuals. This course will cover hedge funds from the point of view of portfolio managers and investors. We will analyze a number of hedge fund trading strategies, including fixed income arbitrage, global macro, and various equities strategies, with a strong focus on quantitative strategies. We distinguish hedge fund managers from other asset managers, and discuss issues such as fees and incentives, liquidity, performance evaluation, and risk management. We also discuss career development in the hedge fund context. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 49 students (50 max) as of 9:14PM Wednesday, November 20, 2024 |
| Subject | Mathematics |
| Number | GR5300 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | MAFN students ONLY. Letter Grade Only, No P/F. No Auditing. |
| Section key | 20243MATH5300G001 |