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 stil...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
Wiley
c2008.
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627548206719 |
| Sumario: | 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 Replicat |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (275 p.) |
| Bibliografía: | Includes bibliographical references (p. [245]-252) and index. |
| ISBN: | 9781119207108 9781281939562 9786611939564 9780470721247 |
