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Hedge Fund Replication

  • Greg N. Gregoriou
  • Maher Kooli

Table of contents

  1. Front Matter
    Pages i-xxiv
  2. Richard D. F. Harris, Murat Mazibas
    Pages 30-47
  3. Martin D. Wiethuechter, Lajos Németh
    Pages 61-75
  4. Roberto Savona
    Pages 106-118
  5. R. McFall-Lamm Jr.
    Pages 119-132
  6. Giovanni Barone-Adesi, Simone Siragusa
    Pages 133-145
  7. Iliya Markov, Nils S. Tuchschmid
    Pages 146-158
  8. Marco Rossi, Sergio L. Rodríguez
    Pages 159-190
  9. Back Matter
    Pages 191-193

About this book

Introduction

While there may be a consensus in the industry that hedge funds clones will bring better liquidity and lower fees, it is still debatable whether replication products should serve as a complement in the hedge fund allocation decision or as a replacement. This book offers the reader valuable insights into the thinking behind hedge fund replication.

Keywords

Benchmarking distribution environment fund hedge fund learning liquidity science and technology

Editors and affiliations

  • Greg N. Gregoriou
    • 1
    • 2
  • Maher Kooli
    • 3
  1. 1.State University of New YorkPlattsburghUSA
  2. 2.EDHEC Business School Research AssociateNiceFrance
  3. 3.Université du Québec à MontréalCanada

Bibliographic information