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Question 4 a) Equity hedge funds with the largest correlation risk exposure tend to have the largest maximum drawdowns. Is this statement true or
Question 4 a) Equity hedge funds with the largest correlation risk exposure tend to have the largest maximum drawdowns. Is this statement true or false? Explain your answer. [10 marks] b) A popular short term investment strategy is Price Reversal. Explain in what consists this trading strategy, the empirical evidence supporting it, and what is the main reason pointed out to support this trading opportunity. [10 marks]
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Bond Markets Analysis and Strategies
Authors: Frank J.Fabozzi
9th edition
133796779, 978-0133796773
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