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Replicating the properties of hedge fund returns
Papageorgiou, Nicolas; Rémillard, Bruno; Hocquard, … - In: The journal of alternative investments 11 (2008/09) 2, pp. 8-38
Persistent link: https://www.econbiz.de/10003778584
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Replication and benchmarking of hedge funds
Kazemi, Hossein; Tu, Feng; Li, Ying - In: The journal of alternative investments 11 (2008/09) 2, pp. 40-59
Persistent link: https://www.econbiz.de/10003778586
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Performance characteristics of hedge fund replication programs
Gupta, Bhaswar; Szado, Edward; Spurgin, William - In: The journal of alternative investments 11 (2008/09) 2, pp. 61-68
Persistent link: https://www.econbiz.de/10003778588
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Passive hedge fund replication : a critical assessment of existing techniques
Amenc, Noël; Géhin, Walter; Martellini, Lionel; … - In: The journal of alternative investments 11 (2008/09) 2, pp. 69-83
Persistent link: https://www.econbiz.de/10003778590
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Beyond factor decomposition : practical hurdles to hedge fund replication
Bachmann, Jean-François; Held, Ryan; Jeanneret, Pierre; … - In: The journal of alternative investments 11 (2008/09) 2, pp. 84-93
Persistent link: https://www.econbiz.de/10003778594
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The distressed corporate debt cycle from a hedge fund investor's perspective
Chen, Ping; González-Heres, José F.; Shin, Steven S. - In: The journal of alternative investments 11 (2008/09) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10003779254
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Impact of fund size and fund flows on hedge fund performance
Ammann, Manuel; Moerth, Patrick - In: The journal of alternative investments 11 (2008/09) 1, pp. 78-96
Persistent link: https://www.econbiz.de/10003779259
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Risk-taking and managerial incentives : seasoned versus new funds of funds
Li, Ying; Mehran, Jamshid - In: The journal of alternative investments 11 (2008/09) 3, pp. 100-108
Persistent link: https://www.econbiz.de/10003808925
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Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - In: The journal of alternative investments 12 (2009/10) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
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Does a contagion effect exist between equity markets and hedge funds in periods of extreme stress in financial markets?
Viebig, Jan; Poddig, Thorsten - In: The journal of alternative investments 13 (2010/11) 2, pp. 78-103
Persistent link: https://www.econbiz.de/10008696882