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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. [1]
On Tuesday, Unlimited, a new investment firm formed by former Bridgewater Associates executive Bob Elliott, announced the launch of its first product, the Unlimited HFND Multi-Strategy Return ...
It’s the hedge fund manager’s job to determine how pooled money is invested to achieve specific objectives. They do … Continue reading → The post Common Hedge Fund Strategies appeared ...
Academic studies as well as their performance in recent years strongly support the idea that the return from hedge funds mostly consists of (alternative) risk premia. This is the basis of the various approaches to replicate the return profile of hedge funds by direct exposures to alternative beta (hedge fund replication).
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In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio does not ...
The elements contributing to a hedge fund strategy include the hedge fund's approach to the market, the particular instrument use, the market sector the fund specializes in (e.g., healthcare), the method used to select investments, and the amount of diversification within the fund.
IndexIQ's IQ Alpha Hedge Strategy Fund, First Open-End Mutual Fund Based on Hedge Fund Replication, Turns Five The Mutual Fund (IQHIX & IQHOX) launched the "liquid alternatives" category NEW YORK ...