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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Fall 2021 Mathematics GR5300 section 001
HEDGE FUNDS STRATEGIES & RISK
HEDGE FUNDS STRATEGIES &

Call Number 10776
Day & Time
Location
T 8:10pm-10:00pm
203 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Eric Yeh
Type LECTURE
Method of Instruction In-Person
Course Description The hedge fund industry has continued to grow after the financial crisis, and hedge funds are increasingly important as an investable asset class for institutional investors as well as wealthy individuals. This course will cover hedge funds from the point of view of portfolio managers and investors. We will analyze a number of hedge fund trading strategies, including fixed income arbitrage, global macro, and various equities strategies, with a strong focus on quantitative strategies. We distinguish hedge fund managers from other asset managers, and discuss issues such as fees and incentives, liquidity, performance evaluation, and risk management. We also discuss career development in the hedge fund context.
Web Site Vergil
Department Mathematics
Enrollment 38 students (40 max) as of 9:06PM Friday, November 26, 2021
Subject Mathematics
Number GR5300
Section 001
Division Graduate School of Arts and Sciences
Campus Morningside
Note MAFN students ONLY. Letter Grade Only, No P/F. No Auditing.
Section key 20213MATH5300G001

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SIS update 11/26/21 21:06    web update 11/26/21 21:23