Hedge Fund Replication

Besorgungstitel - wird vorgemerkt | Lieferzeit: Besorgungstitel - Lieferbar innerhalb von 10 Werktagen I

110,82 €*

Alle Preise inkl. MwSt.|Versandkostenfrei
ISBN-13:
9780230336810
Veröffentl:
2011
Erscheinungsdatum:
08.11.2011
Seiten:
193
Autor:
G. Gregoriou
Gewicht:
447 g
Format:
236x158x20 mm
Sprache:
Englisch
Beschreibung:

While there may be a consensus in the industry that hedge funds clones will bring better liquidity and lower fees, it is still debatable whether replication products should serve as a complement in the hedge fund allocation decision or as a replacement. This book offers the reader valuable insights into the thinking behind hedge fund replication.
Offers the reader valuable insights into the thinking behind hedge fund replication
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. Rodríguez

Kunden Rezensionen

Zu diesem Artikel ist noch keine Rezension vorhanden.
Helfen sie anderen Besuchern und verfassen Sie selbst eine Rezension.

Google Plus
Powered by Inooga