Hedge Fund Replication
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Published By Palgrave Macmillan UK

9781349340590, 9780230358317
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Hedge Fund Return Replication via Learning Models

2012 ◽  
pp. 119-132
Author(s):  
R. McFall-Lamm
Keyword(s):  
Hedge Fund ◽  
Learning Models ◽  
Fund Return

Hedge Fund Replication: Does Model Combination Help?

2012 ◽  
pp. 15-29
Author(s):  
Jérôme Teïletche
Keyword(s):  
Hedge Fund ◽  
Model Combination ◽  
Hedge Fund Replication

Can Hedge Fund-Like Returns be Replicated in a Regulated Environment?

2012 ◽  
pp. 146-158
Author(s):  
Iliya Markov ◽  
Nils S. Tuchschmid
Keyword(s):  
Hedge Fund

Linear Model for Passive Hedge Fund Replication

2012 ◽  
pp. 133-145
Author(s):  
Giovanni Barone-Adesi ◽  
Simone Siragusa
Keyword(s):  
Linear Model ◽  
Hedge Fund ◽  
Hedge Fund Replication

Nonparametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Application

2012 ◽  
pp. 90-105
Author(s):  
Laurent Germain ◽  
Nicolas Nalpas ◽  
Anne Vanhems
Keyword(s):  
Performance Analysis ◽  
Hedge Funds

A Factor-Based Application to Hedge Fund Replication

2012 ◽  
pp. 159-190
Author(s):  
Marco Rossi ◽  
Sergio L. Rodríguez
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Replication

Factor-Based Hedge Fund Replication with Risk Constraints

2012 ◽  
pp. 30-47
Author(s):  
Richard D. F. Harris ◽  
Murat Mazibas
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Replication

Hedge Fund Cloning through State Space Models

2012 ◽  
pp. 106-118
Author(s):  
Roberto Savona
Keyword(s):  
State Space ◽  
Hedge Fund ◽  
State Space Models

Benchmarking of Replicated Hedge Funds

2012 ◽  
pp. 61-75
Author(s):  
Martin D. Wiethuechter ◽  
Lajos Németh
Keyword(s):  
Hedge Funds
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