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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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

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