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Hedge Fund Clones are Still to Count on


Nils Tuchschmid


Tages Capital LLP

Erik Wallerstein


University of Applied Sciences Western Switzerland - Geneva School of Business Administration

Sassan Zaker


Julius Baer Bank
December 17, 2010


Abstract:     
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 Management

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Date posted: December 21, 2010  

Suggested Citation

Tuchschmid, Nils, Wallerstein, Erik and Zaker, Sassan, Hedge Fund Clones are Still to Count on (December 17, 2010). Available at SSRN: http://ssrn.com/abstract=1729109 or http://dx.doi.org/10.2139/ssrn.1729109

Contact Information

Nils Tuchschmid
Tages Capital LLP ( email )
SW1Y 5NQ London
United Kingdom
Erik Wallerstein (Contact Author)
University of Applied Sciences Western Switzerland - Geneva School of Business Administration ( email )
CH-1227 Geneva
Switzerland
Sassan Zaker
Julius Baer Bank ( email )
P. O. Box, CH-8010
Zurich
Switzerland
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