Alternative beta strategies and hedge fund replication
There s a buzzword that has quickly captured the imagination of product providers and investors alike: "hedge fund replication". In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there still lacks a co...
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| Format: | eBook |
| Language: | English |
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Chichester, England
Wiley
2008
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | There s a buzzword that has quickly captured the imagination of product providers and investors alike: "hedge fund replication". In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there still lacks a coherent picture on what hedge fund replication means in practice, what its premises are, how to distinguish di erent approaches, and where this can lead us to. Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Repli |
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| Physical Description: | xi, 260 pages illustrations |
| ISBN: | 1281939560 9781119207108 0470721243 111920710X 9780470721247 9781281939562 |