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Event driven multi-strategy

Event driven multi-strategy Definition

Event driven hedge funds are those that follow a strategy unaffected by the general direction of markets or national policies. The events that drive event-driven funds are specific to enterprises -- chiefly mergers, takeovers, bankruptcies, and the issuance of securities.


Because of its concern with micro triggering events, this family of strategies is also sometimes called bottom up as opposed to top down.





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