Erik Wallerstein

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

Research fellow

CH-1227 Geneva

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 21,940

SSRN RANKINGS

Top 21,940

in Total Papers Downloads

2,339

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (5)

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 777 (33,494)
Citation 4

Abstract:

Loading...

Ucits, hedge funds, portfolio analysis, fund regulation

2.

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 536 (54,763)

Abstract:

Loading...

Hedge Fund Replication, Asset Management

3.

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 535 (54,892)

Abstract:

Loading...

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

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 491 (61,140)

Abstract:

Loading...

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:

Loading...

hedge fund replication, replication products