保险资产管理对冲策略.pptxVIP

债券对冲资产管理探讨2012提纲一、国际市场大型基金交易策略表现 避险基金策略 期货基金介绍 二、市场交易策略说明 多空策略 期权策略 期货动态调整策略 国际对冲基金策略 2004-2011　 20042005200620072008200920102011Mean Std Convertible Arbitrage 1.01%-3.09%11.75%2.66%-27.66%53.63%12.15%0.11%6.32%22.76%Fixed Income Arbitrage 7.13%4.73%6.06%-0.60%-25.20%19.83%11.65%4.48%3.51%13.07%Equity Long/Short6.62%11.58%8.16%7.91%-11.88%14.42%7.27%-4.58%4.94%8.74%Equity Market Neutral3.84%6.25%4.70%4.64%-1.09%-0.35%3.64%0.16%2.72%2.74%Equity Short Bias-1.66%7.56%-5.55%6.86%40.91%-18.80%-14.26%6.64%2.71%18.34%Equity Long Bias 13.52%12.57%14.93%10.56%-28.97%29.39%14.21%-9.03%7.15%17.94%Hed