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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
Wiley,
©2008.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Jaeger, Lars. | |
| 245 | 1 | 0 | |a Alternative beta strategies and hedge fund replication / |c Lars Jaeger ; with Jeffrey Pease. |
| 260 | |a Chichester, England ; |a Hoboken, NJ : |b Wiley, |c ©2008. | ||
| 300 | |a 1 online resource (xi, 260 pages) : |b illustrations | ||
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| 504 | |a Includes bibliographical references (pages 245-252) and index. | ||
| 505 | 0 | |a 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' | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
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| 650 | 0 | |a Hedge funds. | |
| 650 | 6 | |a Fonds spéculatifs. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x Futures. |2 bisacsh | |
| 650 | 7 | |a Hedge funds. |2 fast |0 (OCoLC)fst00954442 | |
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