Recent content by anupamjain

Thanks Muting, this is exactly what I thought too. However, Answer: c Reference: William Fung and David Hsieh, "The Risk in Fixed-Income Hedge Fund Strategies", Journal of Fixed Income 12, 6-27 (2002) What are your thoughts on the other question?

Hello all, I am new here. I am doing my MBA(Fin) and am right now in the second year. Would greatly appreciate if some of you could have a look at the following questions and give your comments. I'll post the answers soon. :) 1. The payoff of some hedge fund strategies is commonly identified...