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Alternative Beta Strategies and Hedge Fund Replication

Autor L Jaeger
en Limba Engleză Hardback – 26 sep 2008
"It was around early 2002 when Lars Jaeger and I started exchanging ideas about distinguishing between hedge fund alphas and hedge fund betas as different sources of performance. Hitherto, most hedge fund return models were rooted in performance attribution literature. The notion of a rule-based approach to investing into a portfolio of hedge fund strategies, such as investable hedge fund indices, was not much more than a germ of an idea. Lars' seven-year journey, from embracing the concept of alternative beta to persuading the investment community that this represents an efficient avenue for achieving hedge fund-like returns, is a tour de force. This book offers the reader valuable insight into the thinking behind this landmark development in hedge fund research." Bill Fung, Visiting Research Professor of Finance, Hedge Fund Research Centre, London Business School.
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Specificații

ISBN-13: 9780470754467
ISBN-10: 047075446X
Pagini: 272
Dimensiuni: 170 x 244 x 18 mm
Greutate: 0.68 kg
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Hedge fund investment professional (single fund, fund of funds), Hedge Fund service providers (administrators, prime brokers, risk managers, etc.), Institutional investors in all categories (pension funds, endowments, insurances, banks, etc.), Consultants, Students and Lecturers in financial studies

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Descriere

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.