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Alternative beta applied—an introduction to hedge fund replication

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Author Info
Roman Tancar ()
Jan Viebig ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s11408-008-0079-5
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Publisher Info
Article provided by Springer in its journal Financial Markets and Portfolio Management.

Volume (Year): 22 (2008)
Issue (Month): 3 (September)
Pages: 259-279
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Handle: RePEc:kap:fmktpm:v:22:y:2008:i:3:p:259-279

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Web page: http://www.springerlink.com/link.asp?id=119763

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Hedge funds; Replication; Passive investments; Alternative investments; G10; G11; G20;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. William K.H. Fung & David A. Hsieh, 2006. "Hedge funds: an industry in its adolescence," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages 1-34. [Downloadable!]
  2. Fung, William & Hsieh, David A, 1997. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(2), pages 275-302.
  3. Mark Mitchell, 2001. "Characteristics of Risk and Return in Risk Arbitrage," Journal of Finance, American Finance Association, vol. 56(6), pages 2135-2175, December. [Downloadable!] (restricted)
  4. Stephen J. Brown & William N. Goetzmann, 2001. "Hedge Funds With Style," Yale School of Management Working Papers ysm177, Yale School of Management. [Downloadable!]
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This page was last updated on 2009-11-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.