Under Conv FI arbitrage we generally hedge ourselves by going short on ∆shares then why the term arbitrage?
SSEI QForum Latest Questions
Q. In valuing underlying hedge fund positions, the most conservative approach is most likely one that uses: A the average of the bid and ask prices. B bid prices for longs and ask prices for shorts. C the most recent ...
. Which approach is most commonly used by equity hedge strategies? Top down Bottom up Market timing Solution B is correct. Most equity hedge strategies use a bottom-up strategy. A is incorrect because most equity hedge strategies use a bottom-up (not top-down) strategy C is incorrect because most equity hedge strategies ...
An additional risk of direct investment in real estate, which is not typically a significant risk in a portfolio of traditional investments, is: A. counterparty risk. B. liquidity risk. C. market risk. Could you help me in understanding the question. I wasnt able ...
Sir kindly explain the ans Bcs we never used IRR in class to calculate performance. We invest back on riskfree rate.
Hi sir As you said in class for feb 22 exam commodity is excluded from the syllabus. But i am doing questions from candidate resources and they are giving the questions on timber. So this a mistake or they still provide commodity questions??
Please explain Appraisal based index and transaction based index
Hey guys, Is Sanjay Sir done with all the classes of Alternative Investment or is there any classes left?
Plz explain this ques in detail with suitable example
In the commodities Future, if an investor goes long/short, he has to deposit a margin amount which can also be in the form of securities(T-Bills). On that security, the investor earns Collateral Yield. Can anyone explain in what manner the ...