HEDGE FUND BETA REPLICATION
This section offers unique perspectives from the leading minds in investment management. HEDGE FUND BETA REPLICATION: A FIVE-YEAR RETROSPECTIVE. ∗. Peter A.
Alternative Beta Replication - The Hedge Fund Journal
The alternative beta replication strategy takes beta exposures directly through exchange-traded instruments, thereby offering weekly unrestricted liquidity and ...
The Hedge Fund Replication and Alternative Risk Premia Page
Alternative beta refers to the alpha generated in alternative investments that can be explained by tactical asset allocation and time-varying exposures in ...
Replication of Hedge Fund Strategies
While both are the result of exposures to systematic risks in the global capital markets, beta in hedge fund investing can be significantly more complex than ...
Hedge fund replication - Wikipedia
Replication has been claimed to remove the illiquidity, transparency and fraud risk associated with direct investment in hedge funds. With the belief that the ...
Smart Beta, Risk Premia and Hedge Fund Replication - Quantilia
Smart beta strategies are alternatively-constructed indices, or custom indices, that can target underlying factors in an effort to yield above-market returns.
CAIA Virtual Chapter - The Art and Science of Hedge Fund Replication
for investors seeking exposure to hedge fund beta with high liquidity, low fees, and low investment minimums. However, the replication ...
A Beta Proxy for Hedge Funds - State Street Global Advisors
Our methodology is designed to achieve three objectives: first, replicating the benchmark index, such as the HFRX Global Hedge Fund Index, while seeking to ...
Hedge Fund Replication and Alternative Beta - Thierry Roncalli's
Clones cannot compete with the best single hedge funds, but they give a significant part of the performance of the hedge fund industry. Distinction HF Tracker / ...
Hedge Fund Replication Worked in January. Here's Why.
Dynamic Beta's ETF models the exposures of more than 20 funds, reducing the risk of bad bets from any one manager. (In January, for example, ...
State Street Global Advisors unveils new hedge fund alt beta strategy
State Street Global Advisors has launched a new alternative beta fund which aims to capture the broad returns of hedge funds as an asset class.
State Street Global Advisors launches Global Alternative Beta fund
The strategy aims to determine which market factors have been driving hedge fund returns recently and dynamically replicates those exposures.
Hedge fund replication using strategy specific factors
Hedge fund replication products have received increased attention as an alternative to investing in hedge funds. Hedge funds have been ...
Hedge Funds: Alpha, Beta, and Replication Strategies
More than 50 percent of all hedge funds employ strategies focused on equities. Figure 1 shows a breakdown compiled from various sources as of the end of the ...
Alternative Beta Strategies and Hedge Fund Replication - Wiley
There s a buzzword that has quickly captured the imagination of product providers and investors alike: "hedge fund replication". In the broadest sense, ...
hedge fund replication - Markov Processes International
Eight years ago, we partnered with Eurekahedge to develop a unique hedge fund benchmark. We review live performance of the index and its liquid tracker – MPI ...
Tracking problems, hedge fund replication and alternative beta
Abstract. As hedge fund replication based on factor models has encountered growing interest among professionals and academics, and despite the launch of ...
Using beta to assess alternative investment strategies
Beta is a risk measure that can be combined with correlation to evaluate the role of alternative investment strategies within a diversified ...
5 Hedge Fund Beta Replication - De Gruyter
5 Hedge Fund Beta Replication was published in Hedge Funds on page 121.
Andrew Beer - Replicating Hedge Fund Beta (S5E9) - YouTube
My guest in this episode is Andrew Beer, co-founder of Dynamic Beta Investments. Andrew has spent the last 15 years trying to pioneer the ...