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Hedge fund investment strategies: Actual practice

Vol. 18, Iss. 11, NOVEMBER 2019

Received: 23 September 2019

Received in revised form: 7 October 2019

Accepted: 21 October 2019

Available online: 29 November 2019

Subject Heading: Securities market

JEL Classification: G1, G11

Pages: 2594–2605

https://doi.org/10.24891/fc.25.11.2594

Mishin A.A. Vladimir State University named after Alexander and Nikolay Stoletovs (VlSU), Vladimir, Russian Federation
andmishin@gmail.com

https://orcid.org/0000-0002-4849-0710

Subject This article examines the actual practice strategies of securities trading in hedge funds.
Objectives The article aims to describe the current state of hedge fund investment strategies and overview the heterogeneous hedge fund industry in terms of the present-day working strategies.
Methods For the study, I used the methods of analysis and synthesis, experiment, and comparison.
Results The article describes certain examples of strategies that have shown positive returns as a result of their use by hedge funds.
Conclusions In recent years, the hedge fund industry has grown exponentially in terms of assets under the management of the proposed funds and their number. The composition of the investment strategy of hedge funds is constantly undergoing profound changes.

Keywords: hedge fund, strategy, long/short, macro event-driven

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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