4.1 - Structure of the Hedge Fund Industry Flashcards
1
Q
Incentive Fee Call Option Value
A
= i * 40% * NAV * σ1 i = inventive fee percentage σ1 = volatility
2
Q
5 Classifications of HF strategies
A
- 2.3 - Quantitative Foundations
- 2.4 - Statistical Foundations
- 2.5 Measures of Risk and Performance
- 2.6 Foundations of Financial Economics
- 2.7 - Benchmarking and Performance Attribution
- 2.8 - Alpha, Beta and Hypothesis Testing
- 2.9 - Regression, Mulrivariate and Non-linear Methods
- 3.1 - Natural Resources and Land
- 3.2 - Commodity Forward Pricing
- 3.3 - Commodities: Applications and Evidence
- 3.4 - Operationally Intensive Real Assets
- 3.5 - Liquid & Fixed Income Real Estate
- 3.6 - Real Estate Equity Investment
- 4.1 - Structure of the Hedge Fund Industry
- 4.2 - Macro and Managed Futures Funds
- 4.5 - Equity Hedge Funds
- 4.3 - Event Driven Hedge Funds
- 4.4 -Relative Value Hedge Funds
- 4.6 - Funds of Hedge Funds
- 5.1 - Intro to Private Equity
- 5.2 - Equity Forms of Private Equity
- 5.3 - Debt Types of Private Equity
- 6.1 - Introduction to Structuring
- 6.2 - Credit Risk & Credit Derivatives
- 6.4 - Equity Linked Structured Products
- 7.1 - Cases in Tail Events
- 7.4 - Portfolio Mgmt, Alpha and Beta
