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Documents 46899440 Derivative Pair Trading

INDEX Chapter 1 1.1 2 2.1 2.2 2.3 3 4 4.2 4.3 4.4 4.5 4.6 4.7 5 6 6.1 6.2 6.3 7 8 Introduction Contents Equity Market Neutral Strategy Pair Trading Key Characteristics Instruments…

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1. The Case For Hedge Funds Tremont Partners, Inc.& TASS Investment Research Ltd. 2. ContentsPage Number Executive Summary2Introduction 4Size of the Industry 77 Assets…

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1. GP Asset Management Hedge Fund Primer 2. GP Asset ManagementHedge Fund PrimerWhat is a Hedge Fund? Alfred Winslow Jones (a Ph.D. in sociology at Columbia University and…

Economy & Finance Side-by-Side Management of Hedge Funds and Mutual Funds

1. Side-by-Side Management of Hedge Funds and Mutual Funds Tom Nohel, Loyola University Z. Jay Wang, University of IllinoisLu Zheng, University of California at Irvine 2.…

Documents ML Capital UCITS Barometer Q3 2012

1. Alternative UCITS Barometer Quarter 3, 2012 2. IntroductionML Capital Asset Management, the investment manager and promoter of the MontLakeUCITS platform, is delighted…

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Documents Andrew McCaffery Aberdeen Asset Management Absolute return investing, looking to achieve higher...

Slide 1 Andrew McCaffery Aberdeen Asset Management Absolute return investing, looking to achieve higher quality risk adjusted returns International Investment Italian Forum…

Documents 20 Years of VIX: Fear, Greed and Implications for Alternative Investment Strategies

1. 20 years of VIX: Fear, Greed and Implications for Alternative Investment StrategiesThe Abstract In this article, I investigate the statistical properties and relationships…

Documents Why do hedge funds’ worst returns cluster? Common liquidity shocks vs. contagion

Why do hedge funds’ worst returns cluster? Common liquidity shocks vs. contagion Nicole M. Boyson, Northeastern University Christof W. Stahel, George Mason University and…