書誌事項

Hedge fund replication

edited by Greg N. Gregoriou and Maher Kooli

Palgrave Macmillan, 2012

大学図書館所蔵 件 / 5

この図書・雑誌をさがす

注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

  • 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. Rodriguez

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詳細情報

  • NII書誌ID(NCID)
    BB08208651
  • ISBN
    • 9780230336810
  • LCCN
    2011042949
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Basingstoke, Hampshire
  • ページ数/冊数
    xxiv, 193 p.
  • 大きさ
    23 cm
  • 分類
  • 件名
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