Hedge Fund Replication

1. Can We Really “Clone” Hedge Fund Returns? Further Evidence
Maher Kooli, Sameer Sharma

2. Hedge Fund Replication: Does Model Combination Help?
Jérôme Teïletche

3. Factor-Based Hedge Fund Replication with Risk Constraints
Richard D. F. Harris, Murat Mazibas

4. Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce Abnormal Gains
Anthony Ravi, Peter Mayall, John Simpson

5. Benchmarking of Replicated Hedge Funds
Martin D. Wiethuechter, Lajos Németh

6. Insight—Distributional Hedge Fund Replication via State Contingent Stochastic Dominance
Clemens H. Glaffig

7. Nonparametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Application
Laurent Germain, Nicolas Nalpas, Anne Vanhems

8. Hedge Fund Cloning through State Space Models
Roberto Savona

9. Hedge Fund Return Replication via Learning Models
R. McFall-Lamm

10. Linear Model for Passive Hedge Fund Replication
Giovanni Barone-Adesi, Simone Siragusa

11. Can Hedge Fund-Like Returns be Replicated in a Regulated Environment?
Iliya Markov, Nils S. Tuchschmid

12. A Factor-Based Application to Hedge Fund Replication
Marco Rossi, Sergio L. Rodríguez

Avainsanat: Business and Management, Business Finance, Capital Markets, Accounting/Auditing, Investments and Securities, Operation Research/Decision Theory, Banking