SW1Y 5NQ London
United Kingdom
Tages Capital LLP
SSRN RANKINGS
in Total Papers Downloads
Ucits, hedge funds, portfolio analysis, fund regulation
Hedge funds, funds of funds, selection bias, abnormal returns, zero-alpha, skilled and unskilled performance, false discoveries
Hedge Fund Replication, Asset Management
asset management, fund of hedge funds, hedge fund replication
hedge fund replication, replication products
Bond Index Replication, Derivatives, Tracking Error, Optimization
UCITS, hedge funds, offshore experience, offshore equivalents, skill, replication, regulation, tracking error
Bid-ask spread, Liquidity adjusted value at risk (LVaR), Optimal trading solution, Portfolio LVaR, Price impact, Transaction cost