Hedge Fund Replication
eBook - PDF

Hedge Fund Replication

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Hedge Fund Replication

About this book

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.

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Yes, you can access Hedge Fund Replication by G. Gregoriou, M. Kooli, G. Gregoriou,M. Kooli in PDF and/or ePUB format, as well as other popular books in Business & Corporate Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Palgrave Macmillan
Year
2011
Print ISBN
9780230336810
eBook ISBN
9780230358317
Topic
Business
Subtopic
Corporate Finance
Index
Business

Table of contents

  1. Cover
  2. Contents
  3. List of Tables
  4. List of Figures
  5. Preface
  6. Acknowledgments
  7. Editor Biographies
  8. Contributor Biographies
  9. Chapter Overview
  10. 1 Can We Really "Clone" Hedge Fund Returns? Further Evidence
  11. 2 Hedge Fund Replication: Does Model Combination Help?
  12. 3 Factor-Based Hedge Fund Replication with Risk Constraints
  13. 4 Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce Abnormal Gains
  14. 5 Benchmarking of Replicated Hedge Funds
  15. 6 Insight—Distributional Hedge Fund Replication via State Contingent Stochastic Dominance
  16. 7 Nonparametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Application
  17. 8 Hedge Fund Cloning through State Space Models
  18. 9 Hedge Fund Return Replication via Learning Models
  19. 10 Linear Model for Passive Hedge Fund Replication
  20. 11 Can Hedge Fund-Like Returns be Replicated in a Regulated Environment?
  21. 12 A Factor-Based Application to Hedge Fund Replication
  22. Index