Hedge Fund Replication
Herausgegeben:Gregoriou, Greg N.; Kooli, M.
Hedge Fund Replication
Herausgegeben:Gregoriou, Greg N.; Kooli, M.
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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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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.
Produktdetails
- Produktdetails
- Verlag: Palgrave Macmillan / Palgrave Macmillan UK / Springer Palgrave Macmillan
- Artikelnr. des Verlages: 978-0-230-33681-0
- 2012
- Seitenzahl: 193
- Erscheinungstermin: 8. November 2011
- Englisch
- Abmessung: 236mm x 158mm x 20mm
- Gewicht: 369g
- ISBN-13: 9780230336810
- ISBN-10: 0230336817
- Artikelnr.: 34439922
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- 06621 890
- Verlag: Palgrave Macmillan / Palgrave Macmillan UK / Springer Palgrave Macmillan
- Artikelnr. des Verlages: 978-0-230-33681-0
- 2012
- Seitenzahl: 193
- Erscheinungstermin: 8. November 2011
- Englisch
- Abmessung: 236mm x 158mm x 20mm
- Gewicht: 369g
- ISBN-13: 9780230336810
- ISBN-10: 0230336817
- Artikelnr.: 34439922
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- 06621 890
Greg N. Gregoriou is the author of numerous published books, book chapters and refereed journal papers. He has also been quoted several times in the New York Times and the Financial Times of London. Professor Gregoriou is hedge fund editor and editorial board member for the Journal of Derivatives and Hedge Funds, as well as editorial board member for the Journal of Wealth Management, the Journal of Risk Management in Financial Institutions , Market Integrity, IEB International Journal of Finance, and the Brazilian Business Review. Professor Gregoriou's interests focus on hedge funds, funds of funds, and CTAs. He is an EDHEC Research Associate in Nice, France. MAHER KOOLI Professor of Finance at the School of Management, Université du Québec à Montreal (UQAM), Canada. He is also the finance graduate programs director and in charge of the Trading room at UQAM. He holds a Ph.D. in finance from Laval University (Quebec), Canada,and was a postdoctoral researcher in finance at the Center of Interuniversity Research and Analysis on Organisations. Professor Kooli also worked as a Senior Research Advisor for la Caisse de Depot et Placement de Québec (CDP Capital). He has published articles in a wide variety of books and journals.
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
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