Gestion alternative

Crédit : 2 ECTS
Langue du cours : anglais

Volume horaire

  • CM : 21 h

Description du contenu de l'enseignement

Introduction to the Hedge Fund industry.

Planning course :
  • Introduction
- What is a hedge funds
- History of the development of the hedge fund industry
- Who are the investors
- Who and where are the managers

 
  • Structure of a hedge fund
- Various types of legal structures
- Legal documents,
- Incentive fees, high water marks Hurdle rates , lock up period
- Role of prime brokers, administrator,
- Regulation

 
  • Style of hedge funds/description of the various trading strategies
- Market neutral strategies
- Event driven strategies
- Trading strategies

 
  • Hedge fund performances
- Performance of individual hedge funds
- Performance of hedge fund indices
- Various types of hedge fund indices

 
  • Interest and risk of investing in a hedge fund
- Interests
- Risks

 
  • Selection of hedge funds
- Quantitative analysis
- Qualitative analysis
- Analysis of the industry

 
  • Funds of hedge funds, structured products
 
  • Distribution of hedge funds / regulatory environment
 
  • Future of the Hedge fund Industry

Mode de contrôle des connaissances

Dissertation on a topic about Hedge Fund.

Enseignant responsable

JEAN-LUC ALEXANDRE



Année universitaire 2016 - 2017 - Fiche modifiée le : 09-03-2017 (11H30) - Sous réserve de modification.