Hedge Funds Event Driven Strategies Outstrip In May 2013 – ValueWalk Premium
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Hedge Funds Event Driven Strategies Outstrip In May 2013

Event driven hedge funds have outperformed other strategies in May 2013, posting net returns of 2.10 percent, bringing the year to date performance to 7.60 percent, according to research house Preqin.

Event-driven investing is an investing strategy that seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as a bankruptcy . . .

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