Hedge Fund Strategies
Price: $ 120.00 (USD)
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You will receive 2 credits (CE) upon completion of this course.
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Course Description
The hedge fund industry is a very profitable industry. This course looks at the strategies hedge fund managers use including, long/short equity, global macro, event-driven, merging markets, equity market/neutral, convertible bonds, arbitrage, dedicated short bias, managed futures and fixed income arbitrage. This course will review the different factors that give hedge fund managers their direction for their strategies.
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Course Outline
- Long/short equity
- Global macro
- Event-driven
- Emerging markets
- Equity market/neutral
- Convertible bond arbitrage
- Dedicated short bias
- Managed futures
- Fixed income arbitrage
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- Global macro
- Event-driven
- Emerging markets
- Equity market/neutral
- Convertible bond arbitrage
- Dedicated short bias
- Managed futures
- Fixed income arbitrage
More Information
| Language | English |
| Course Length | 2.00 hours |
| Duration of Access | 91 Days |
| Continuing Education Credits | 2 |
| Instructor | Self Study |
| Vendor | New York Institute of Finance |
| Course Certification | Certificate of completion with NASBA CPE Credits |
| Prerequisites/Audience | Employees of funds, family offices, private client financial service providers, individual investors and others involved directly or indirectly in the development, offering, marketing and investing in hedge funds. |
| Requirements/Materials Included | none |
Price: $ 120.00 (USD)
Add to Cart