Hedge Fund Clones are Still to Count on

16 Pages Posted: 21 Dec 2010

See all articles by Nils Tuchschmid

Nils Tuchschmid

Tages Capital LLP

Erik Wallerstein

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

Sassan Zaker

Julius Baer Bank

Date Written: December 17, 2010

Abstract

Hopes were high some years ago that hedge fund replication products would be for hedge fund investments something akin to what index funds have been to equity investments. Hedge fund replication products were to provide a low-cost, liquid exposure to hedge fund returns. Around one year ago, Wallerstein, Tuchschmid, and Zaker (2010), analysed the performance of, at the time, the most exhaustive dataset of replication products. This article will bring a brief updated evaluation on an extended dataset with 22 hedge fund replication products.

Keywords: Hedge Fund Replication, Asset Management

Suggested Citation

Tuchschmid, Nils and Wallerstein, Erik and Zaker, Sassan, Hedge Fund Clones are Still to Count on (December 17, 2010). Available at SSRN: https://ssrn.com/abstract=1729109 or http://dx.doi.org/10.2139/ssrn.1729109

Nils Tuchschmid

Tages Capital LLP ( email )

SW1Y 5NQ London
United Kingdom

Erik Wallerstein (Contact Author)

University of Applied Sciences Western Switzerland - Geneva School of Business Administration ( email )

CH-1227 Geneva
Switzerland

Sassan Zaker

Julius Baer Bank ( email )

P. O. Box, CH-8010
Zurich
Switzerland

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