Nils Tuchschmid

Tages Capital LLP

SW1Y 5NQ London

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
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2,353

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Will Alternative Ucits Ever be Loved Enough to Replace Hedge Funds?

Number of pages: 21 Posted: 03 Oct 2010 Last Revised: 29 Oct 2011
Nils Tuchschmid, Erik Wallerstein and Louis Zanolin
Tages Capital LLP, University of Applied Sciences Western Switzerland - Geneva School of Business Administration and Alix Capital
Downloads 780 (36,072)
Citation 5

Abstract:

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Ucits, hedge funds, portfolio analysis, fund regulation

2.

Assessing the Performance of Funds of Hedge Funds

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 19 Sep 2011 Last Revised: 30 Sep 2015
Université Libre de Bruxelles (ULB), Université Libre de Bruxelles - Solvay Brussels School of Economics and Management, Tages Capital LLP and University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Downloads 539 (58,713)

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Hedge funds, funds of funds, selection bias, abnormal returns, zero-alpha, skilled and unskilled performance, false discoveries

3.

Hedge Fund Clones are Still to Count on

Number of pages: 16 Posted: 21 Dec 2010
Nils Tuchschmid, Erik Wallerstein and Sassan Zaker
Tages Capital LLP, University of Applied Sciences Western Switzerland - Geneva School of Business Administration and Julius Baer Bank
Downloads 538 (58,870)

Abstract:

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Hedge Fund Replication, Asset Management

4.

What If Alpha is Just Polished Beta? On Asset Allocation and Fund of Funds

Number of pages: 19 Posted: 26 Aug 2009 Last Revised: 28 Aug 2009
Nils Tuchschmid, Erik Wallerstein and Sassan Zaker
Tages Capital LLP, University of Applied Sciences Western Switzerland - Geneva School of Business Administration and Julius Baer Bank
Downloads 496 (65,127)

Abstract:

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asset management, fund of hedge funds, hedge fund replication

5.

How Do Hedge Fund Clones Manage the Real World?

Journal of Alternative Investments, Forthcoming, https://doi.org/10.3905/JAI.2010.12.3.037
Posted: 22 May 2019
Nils Tuchschmid, Erik Wallerstein and Sassan Zaker
Tages Capital LLP, University of Applied Sciences Western Switzerland - Geneva School of Business Administration and Julius Baer Bank

Abstract:

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hedge fund replication, replication products

6.

Derivative-Free Replication of a Bond Benchmark with a Fraction of the Portfolio

Posted: 14 Mar 2012 Last Revised: 09 Aug 2013
Iliya Markov, Rodrigue Oeuvray and Nils Tuchschmid
University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Pictet Asset Management and Tages Capital LLP

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Bond Index Replication, Derivatives, Tracking Error, Optimization

7.

Does Manager Offshore Experience Count in the Alternative UCITS Universe?

Posted: 06 Dec 2011 Last Revised: 26 May 2013
Université Libre de Bruxelles (ULB), University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Université Libre de Bruxelles - Solvay Brussels School of Economics and Management and Tages Capital LLP

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UCITS, hedge funds, offshore experience, offshore equivalents, skill, replication, regulation, tracking error

8.

Liquidity Adjusted VaR Model: An Extension

Posted: 11 Dec 2008 Last Revised: 10 Jan 2010
Emmanuel Fragniere, Nils Tuchschmid and Zhang Qun
University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Tages Capital LLP and Guangdong University of Foreign Studies

Abstract:

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Bid-ask spread, Liquidity adjusted value at risk (LVaR), Optimal trading solution, Portfolio LVaR, Price impact, Transaction cost