Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780230358317

Sommaire : Contributeurs : S. Sharma, J. Teiletche, R.D.F.Harris, M. Mazibas, A.Ravi, P.Mayall, J. Simpson, M.D.Wiethuechter, L. Nemeth, C.H. Glaffig, L. Germain, N. Nalpas, A. Vanhems, R. Savona, R. McFall Lamm, Jr, G. Barone-Adesi, S. Siragusa, I. Markov, N. Tuchschmid, M. Rossi, S.L. Rodríguez

1. Can We Really 'Clone' Hedge Fund Returns? Further Evidence.
2. Hedge Fund Replication: Does Model Combination Help ?
3. Factor-Based Hedge Fund Replication with Risk Constraints.
4. Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce Abnormal Gains.
5. Benchmarking of Replicated Hedge Funds.
6. Insight – Distributional Hedge Fund Replication via State Contingent Stochastic Dominance.
7. Non-Parametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Application.
8. Hedge Fund Cloning through State Space Models.
9. Hedge Fund Return Replication via Learning Models;
10. Linear Model for Passive Hedge Fund Replication.
11. Can Hedge Fund-like Returns be Replicated in a Regulated Environment ?
12. A Factor-based Application to Hedge Fund Replication.

Langue : Anglais

Illustration(s) : Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque