Hedge fund replication strategies: implications for investors and regulators
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- repec:gam:jecnmx:v:4:y:2016:i:1:p:13:d:65308 is not listed on IDEAS
- Sam Nasypbek & Scheherazade S Rehman, 2011. "Explaining the returns of active currency managers," BIS Papers chapters,in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 211-256 Bank for International Settlements.
- Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez, 2016. "Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-23, March.
- Savona, Roberto, 2014. "Hedge fund systemic risk signals," European Journal of Operational Research, Elsevier, vol. 236(1), pages 282-291.
- Roncalli, Thierry & Weisang, Guillaume, 2011.
"Tracking Problems, Hedge Fund Replication, and Alternative Beta,"
Journal of Financial Transformation,
Capco Institute, vol. 31, pages 19-29.
- Roncalli, Thierry & Weisang, Guillaume, 2008. "Tracking problems, hedge fund replication and alternative beta," MPRA Paper 37358, University Library of Munich, Germany.
- El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016. "Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 55-66.
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