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hedge fund, replication, copula, dynamic trading
hedge fund, replication
Hedge funds, fund of funds, return replication, performance evaluation, copula, alpha
synthetic fund, dynamic trading, correlation, skewness, asset allocation
Hedge funds, performance evaluation, return replication
Conditional Copula, Risk Measures, Value at Risk, Extreme Value Theory
conditional copula; risk measures; VaR, extreme value theory
Hedge fund, FundCreator, Indexation
Copula, multivariate distribution function, value-at-risk
Hedge fund, synthetic fund, replication
Hedge fund, fund of funds, performance evaluation, replication