EF5058 - Asset Management and Hedge Fund Strategies | ||||||||||
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| * The offering term is subject to change without prior notice | ||||||||||
Course Aims | ||||||||||
The
course describes some of the main trading strategies used by active traders and
provides a methodology to analyze them. The course covers individual equity
markets (discretionary equity investing, short selling, quantitative equity
strategies), tactical asset allocation across equity indices, currencies,
fixed-income, and commodities (global macro investing, managed futures
strategies), and relative-value arbitrage strategies (fixed income arbitrage,
convertible bond arbitrage, event driven investments). | ||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||
Continuous Assessment: 50% | ||||||||||
Examination: 50% | ||||||||||
Examination Duration: 2 hours | ||||||||||
Detailed Course Information | ||||||||||
| EF5058.pdf | ||||||||||
Useful Links | ||||||||||
| Department of Economics and Finance | ||||||||||
