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Louis · 2021年10月14日

如果回答这个题

NO.PZ2019122802000022

问题如下:

Bern Zang is the chief investment officer of the Janson University Endowment Investment Office. The Janson University Endowment Fund (the “Fund”) is based in the United States and has current assets under management of $10 billion, with minimal exposure to alternative investments. Zang currently seeks to increase the Fund’s allocation to hedge funds and considers four strategies: dedicated short bias, merger arbitrage, convertible bond arbitrage, and global macro.
At a meeting with the Fund’s board of directors, the board mandates Zang to invest only in event-driven and relative value hedge fund strategies.

Determine, if Global macro is permitted given the board’s mandate. Justify your response.

选项:

解释:

A global macro hedge fund strategy is not permitted to invest.

A global macro hedge fund strategy is an example of an opportunistic hedge fund strategy, not an event-driven or relative value strategy. Opportunistic hedge fund strategies take a top-down approach, focus on a multi-asset opportunity set, and include global macro strategies. Global macro managers use both fundamental and technical analysis to value markets as well as discretionary and systematic modes of implementation.

这个题是考察HF的分类的,记得下面这个表就行。


是不是就一句话即可:A global macro hedge fund strategy is not permitted to invest, as it is an example of an opportunistic hedge fund strategy

1 个答案
已采纳答案

伯恩_品职助教 · 2021年10月14日

嗨,努力学习的PZer你好:


not an event-driven or relative value strategy. 最好加上这句。

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努力的时光都是限量版,加油!

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