Fall 2024 Mathematics GR5300 section 001

HEDGE FUNDS STRATEGIES & RISK

HEDGE FUNDS STRATEGIES &

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 5:05PM Sunday, December 8, 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