Altеrnаtivе Bеtа Strаtеgiеs аnd Hеdgе Fund Rеplicаtion (Wilеy Finаncе)
Publisher: Wilеy
Number of Pages: 272
Published: 2008-11-10
List price: $90.00
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 Replication pr...