Adresse url : http://professoral.edhec.com/recherche/publications-edhec/20...

Sommaire :
1. Introduction
2. Taxonomy of Alternative Risk Premia
3. Using Alternative Risk Premia to Replicate Hedge Fund Performance
4. Using Alternative Risk Premia to Generate Attractive
Risk-Adjusted Performance
5. Conclusion

Appendices & Tables
References
About Lyxor Asset Management

About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2013-2016)

Langue : Anglais

Support : Numérique