Vincent Weber

Resonanz Capital

Frankfurt

Germany

http://www.resonanzcapital.com

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Hedge Fund Replication: Putting the Pieces Together

Number of pages: 55 Posted: 18 Jan 2013 Last Revised: 19 Mar 2013
Vincent Weber and Florian Peres
Resonanz Capital and affiliation not provided to SSRN
Downloads 733 (39,988)
Citation 2

Abstract:

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hedge funds, investments, portfolio management, risk management, regularization, LASSO

2.

Tracking Hedge Funds Using Sparse Clones

Number of pages: 26 Posted: 10 Aug 2015 Last Revised: 12 Sep 2016
European Central Bank (ECB), EBS Universität für Wirtschaft und Recht, University of Trento - Department of Economics and Management and Resonanz Capital
Downloads 291 (122,369)

Abstract:

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Hedge Fund Replication, Sharpe Style Analysis, LASSO Regression, Alternative Betas