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Sunday, July 12, 2020 | History

6 edition of Alternative Beta Strategies and Hedge Fund Replication found in the catalog.

Alternative Beta Strategies and Hedge Fund Replication

by Lars Jaeger

  • 275 Want to read
  • 17 Currently reading

Published by John Wiley & Sons, Ltd. in New York .
Written in English


The Physical Object
FormatElectronic resource
ID Numbers
Open LibraryOL24258941M
ISBN 109780470721247

The New Generation of Risk Management for Hedge Funds and Private Equity (Euromoney, ) Through the Alpha Smokescreen: A guide to hedge fund return sources (Institutional Investors, ; second edition ) Alternative Beta Strategies and Hedge Fund Replication (Wiley, ) Selected other publications. Hedge fund replication is the collective name given to a number of different methods that attempt to replicate hedge fund returns. The hedge fund industry has boomed over recent years and various studies by investment banks as well as academic papers have shown that hedge funds may be nearing an alpha generating capacity constraint. This means hedge funds can no longer produce alpha in .

Although hedge funds generally outperformed global equities, broad hedge fund indices were down over the full quarter. The combination of wild market swings and significant dispersion among hedge fund styles made Q1 an important live test for NN Investment Partners’ Alternative Beta replication strategy.   Dynamic Beta investments is a New York-based, research-driven, innovative investment firm that is focused on providing liquid alternative and hedge fund portfolio solutions to institutional and other investors. DBi is an affiliated partner of iM Global Partners, a multi-boutique asset management firm headquartered in Paris, France. Together.

Lars Jaeger – Alternative Beta Strategies & Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible. Andrew Beer, managing member of Dynamic Beta Investments, has been on a mission to demystify this segment and make hedge fund replication simple, accessible and affordable to investors everywhere.


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Alternative Beta Strategies and Hedge Fund Replication by Lars Jaeger Download PDF EPUB FB2

Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible.

It explains the background to the new discussion on hedge fund replication and how to derive the returns of many hedge fund strategies Cited by: Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible.

Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible.

It explains the background to the new discussion on hedge fund replication and how to derive the returns of many hedge fund strategies. Alternative Beta Strategies and Hedge Fund Replication (1st Edition) by Lars Jaeger, Jeffrey Pease Hardcover, Pages, Published ISBN X / X ISBN / Need it Fast.

2 day shipping options There s a buzzword that has quickly captured the imagination of product providers and investors alik. Alternative Beta Strategies And Hedge Fund Replication - Jeffrey Pease.

DOWNLOAD HERE. Sell, buy or rent Alternative Beta Strategies and Hedge Fund Replication X, we buy used or new for best buyback price with FREE shipping and offer great deals for buyers.

Sell Alternative Beta Strategies and Hedge Fund Replication X at BooksRun. Ship for FREE and get fast cash back!Brand: Wiley. Enroll Lars Jaeger - Alternative Beta Strategies & Hedge Fund Replication atThere s a buzzword that has quickly captured the imagination.

Hedge Fund Replication and Alternative Beta Thierry Roncalli 1 Guillaume Weisang 2 1 Évry Universit,y France 2 Department of Mathematical Sciences, Bentley Universit,y MA Laboratoire J. Dieudonné, Université de Nice Sophia-Antipolis, Ap Thierry Roncalli, Guillaume Weisang HF Replication and Alternative Beta.

Alternative Beta Strategies and Hedge Fund Replication (Wiley Finance) | | ISBN: | Kostenloser Versand für alle Bücher mit Versand und Verkauf duch Amazon. Interest in hedge fund replication appears to be re-awakening. Perhaps stirred by the popularity of smart beta and factor models in general, alternative beta strategies are receiving more attention, and recent months have seen the launch of a number of new hedge fund replication ETFs.

Therefore, it seems an opportune time to review the best papers and research on hedge fund replication and. The alternative beta replication strategy takes beta exposures directly through exchange-traded instruments, thereby offering weekly unrestricted liquidity and full transparency, and avoiding hedge fund specific and operational risks (of the LTCM and Amaranth type).

Quest for beta replication. Hedge funds' dynamic investment strategies and flexibility to trade derivatives lead to complex nonlinear exposures to systematic risk, which existing linear models fail to capture.

Until these nonlinear features are taken into account, any replication model is unlikely to succeed and evolve into a viable alternative to direct hedge fund investing. Alternative Beta Strategies and Hedge Fund Replication by Get Alternative Beta Strategies and Hedge Fund Replication now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from + publishers. Alternative Beta Strategies and Hedge Fund Replication by Lars Jaeger Get Alternative Beta Strategies and Hedge Fund Replication now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from + publishers. Start your free trial. Get Alternative Beta Strategies and Hedge Fund Replication now with O’Reilly online learning. O’Reilly members experience live online training, plus books, videos, and.

Alternative beta strategies and hedge fund replication / Lars Jaeger. Includes bibliographical references and index. ISBN (cloth: alk. paper) 1. Hedge funds. Title. HGJ –dc22 British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library.

Summary: "Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible.

Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible/5(4).

Serving as a handbook for replicating the returns of hedge funds at considerably lower cost,  Alternative Beta Strategies and Hedge Fund Replication  provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible.

Get this from a library. Alternative beta strategies and hedge fund replication. [Lars Jaeger] -- There s a buzzword that has quickly captured the imagination of product providers and investors alike: "hedge fund replication".

In the broadest sense, replicating hedge fund strategies means. The rule-based alternative. What hedge fund investors really want. The first 'alternative beta' strategies.

Relating hedge fund returns and risk premia: what we can model. Alternative beta strategies for individual hedge fund styles and strategy sectors. New exotic beta. The question of asset allocation. The.This book argues that within a few years there will be a multitude of alternative beta indexes to be used as benchmarks for hedge funds.

Hedge funds will look to relative returns and they will be compensated if they create alpha on top of their benchmarks. This would certainly make them a lot more like mutual funds. The author Lars Jaeger is a hedge fund expert and he heads up the Alternative Beta Strategies 4/5.Alternative beta strategies are growing in number and popularity partly because they are able to replicate the return sources of hedge funds.

Models including smart beta (the name of which is contested) and risk premia target the underlying factors responsible for much of a hedge fund’s funds are popular investment vehicles because they can use derivatives and other.