Hedge Fund Replication

Name: Hedge Fund Replication
Author: G. Gregoriou

Gebonden Engels 2011 9780230336810

61,99

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Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

While there may be a consensus in the industry that hedge funds clones will bring better liquidity and lower fees, it is still debatable whether replication products should serve as a complement in the hedge fund allocation decision or as a replacement. This book offers the reader valuable insights into the thinking behind hedge fund replication.

Specificaties

ISBN13:9780230336810

Taal:Engels

Bindwijze:gebonden

Uitgever:Palgrave Macmillan UK

Hoofdrubriek:Financieel management, Financieel management

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Inhoudsopgave

Can We Really 'Clone' Hedge Fund Returns? Further Evidence; M.Kooli & S. Sharma Hedge Fund Replication: Does Model Combination Help?; J. Teiletche Factor-Based Hedge Fund Replication with Risk Constraints; R.D.F.Harris & M. Mazibas Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce Abnormal Gains; A.Ravi , P.Mayall & J. Simpson Benchmarking of Replicated Hedge Funds; M.D.Wiethuechter & L. Nemeth Insight – Distributional Hedge Fund Replication via State Contingent Stochastic Dominance; C.H. Glaffig Non-Parametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Application; L. Germain , N. Nalpas & A. Vanhems Hedge Fund Cloning through State Space Models; R. Savona Hedge Fund Return Replication via Learning Models; R. McFall Lamm, Jr Linear Model for Passive Hedge Fund Replication; G. Barone-Adesi & S. Siragusa Can Hedge Fund-like Returns be Replicated in a Regulated Environment?; I. Markov & N. Tuchschmid A Factor-based Application to Hedge Fund Replication; M. Rossi & S.L. Rodríguez