Hedge Fund Clones are Still to Count on
Tages Capital LLP
University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Julius Baer Bank
December 17, 2010
Hopes were high some years ago that hedge fund replication products would be for hedge fund investments something akin to what index funds have been to equity investments. Hedge fund replication products were to provide a low-cost, liquid exposure to hedge fund returns. Around one year ago, Wallerstein, Tuchschmid, and Zaker (2010), analysed the performance of, at the time, the most exhaustive dataset of replication products. This article will bring a brief updated evaluation on an extended dataset with 22 hedge fund replication products.
Number of Pages in PDF File: 16
Keywords: Hedge Fund Replication, Asset Managementworking papers series
Date posted: December 21, 2010
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
This page was processed by apollo2 in 0.390 seconds