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Alternative beta applied—an introduction to hedge fund replication

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  • Roman Tancar
  • Jan Viebig

Abstract

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Suggested Citation

  • Roman Tancar & Jan Viebig, 2008. "Alternative beta applied—an introduction to hedge fund replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(3), pages 259-279, September.
    • Handle: RePEc:kap:fmktpm:v:22:y:2008:i:3:p:259-279
    DOI: 10.1007/s11408-008-0079-5
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    References listed on IDEAS

    as
    1. William K.H. Fung & David A. Hsieh, 2006. "Hedge funds: an industry in its adolescence," Economic Review, Federal Reserve Bank of Atlanta, vol. 91(Q 4), pages 1-34.
    2. Mark Mitchell & Todd Pulvino, 2001. "Characteristics of Risk and Return in Risk Arbitrage," Journal of Finance, American Finance Association, vol. 56(6), pages 2135-2175, December.
    3. Stephen Brown & William Goetzmann, 2001. "Hedge Funds With Style," Yale School of Management Working Papers ysm21, Yale School of Management, revised 01 Apr 2008.
    4. Fung, William & Hsieh, David A, 1997. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 275-302.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Hedge funds; Replication; Passive investments; Alternative investments; G10; G11; G20;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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