hurdle-rate

  1. Nicole Seaman

    P1.T3.21.7. Hedge fund basics

    Learning objectives: Calculate the return on a hedge fund investment and explain the incentive fee structure of a hedge fund, including the terms hurdle rate, high-water mark, and clawback. Describe various hedge fund strategies including long/short equity, dedicated short, distressed...
    • Nicole Seaman
    • Thread
    • clawback convertible-arbitrage distressed-securities emerging-markets fixed-income-arbitrage global-macro hedge-fund-performance hedge-fund-strategies hedge-funds high-water-mark hurdle-rate incentive-fee-structure managed-futures merger-arbitrage mutual-funds
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P1.T3.706 Hedge funds (Hull)

    Learning objectives: Calculate the return on a hedge fund investment and explain the incentive fee structure of a hedge fund including the terms hurdle rate, high-water mark, and clawback. Describe various hedge fund strategies, including long/short equity, dedicated short, distressed...
    • Nicole Seaman
    • Thread
    • clawback convertible-arbitrage dedicated-short distressed-securities emerging-markets fixed-income-arbitrage global-macro hedge-fund-performance hedge-fund-strategies hedge-funds high-water-mark hull hurdle-rate incentive-fee-structure long/short-equity managed-futures measurement-biases merger-arbitrage
    • Replies: 2
    • Forum: FRM® Practice Questions
  3. S

    RAROC Hurdle rate

    I am watching your OpRisk Part B and the section on RAROC and adjusted RAROC. You say that in the first generation RAROC, you compute the RAROC and compare it to a "hurdle rate" and then if the RAROC os greater then you go ahead with some risky project. 1. What is "hurdle rate" and what is it...
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