index provider. Also most product providers and even more and more investors are using hedge fund indices for benchmarking … from the fact that each index provider looks at a different subset of underlying hedge funds. Therefore we calculate … different risk and return measures for the data series of six different hedge fund index providers and highlight the observed …

wichtiges Problem sowohl im passiven Portfoliomanagement als auch bei der Ausführung von Index-Arbitrage dar. Es werden …In this study we compare different methods to track stock indices. Index tracking constitutes an important problem for … both passive portfolio management and index arbitrage. We derive different criteria, based on expected returns and …