| Description |
1 online resource (xi, 260 pages) : illustrations |
| Bibliography |
Includes bibliographical references (pages 245-252) and index. |
| Contents |
Alternative Beta Strategies and Hedge Fund Replication; Contents; Preface; 1 Breaking the Black Box; 2 What Are Hedge Funds, Where Did They Come From, and Where Are They Going?; 3 The Individual Hedge Fund Strategies' Characteristics; 4 Empirical Return and Risk Properties of Hedge Funds; 5 The Drivers of Hedge Fund Returns; 6 A First Approach to Hedge Fund Replication -- Linear Factor Models and Time Series Replication Models; 7 The Distributional Approach; 8 Bottom up: Extraction of Alternative Beta and 'Alternative Beta Strategies' |
| 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. |
| Subject |
Hedge funds.
|
|
Fonds spéculatifs. |
|
Hedge funds |
| Other Form: |
Print version: Jaeger, Lars. Alternative beta strategies and hedge fund replication. Chichester, England ; Hoboken, NJ : Wiley, ©2008 9780470754467 047075446X (DLC) 2008022826 (OCoLC)231162401 |
| ISBN |
9781119207108 (electronic bk.) |
|
111920710X (electronic bk.) |
|
9780470721247 (electronic bk.) |
|
0470721243 (electronic bk.) |
|
1281939560 |
|
9781281939562 |
|
(Cloth) |
|
(cloth ; alk. paper) |
| Standard No. |
9786611939564 |
|
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