Tuchschmid, Nils S.; Wallerstein, Erik; Zaker, Sassan - In: Managerial Finance 38 (2012) January, pp. 67-81
Purpose – Hedge fund replication gained considerable attention during the period surrounding 2007 when it was anticipated to become for hedge fund investors what index funds are for equity investors. The hedge fund replication concept only lacked a track record. This paper aims to present an...