Abstract

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. Rodriguez

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call