Replication of Hedge Fund Strategies

Techniques for replicating hedge funds fall broadly into two categories: linear factor replication and distributional replication. Linear factor replication, a ...

Hedge fund replication - Wikipedia

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 ...

The underlying claim is that we can represent hedge fund-like returns at significantly lower fee levels to the investors. In fact, a new buzzword is out: hedge ...

Hedge Fund Replication: A Model Combination Approach

... investment in 24 hedge funds and six hedge funds-of-funds.1. As a result there is a robust demand for hedge fund replication strategies that seek to “clone”.

Hedge fund replication and liquid alternatives. - SEI Canada

Hedge fund replications strategies seek to deliver investment returns that are comparable to hedge fund returns while providing greater liquidity, transparency, ...

The Pros and Cons of Passive Hedge Fund Replication

Two distinct concepts for replicating hedge fund returns have been brought to the market by investment banks: factor replication and payoff distribution ...

Replicating Famous Hedge Funds - Finominal

Diverse hedge fund strategies can be replicated via factor-mimicking portfolios · The analysis highlights that most returns are explained by factors, not alpha ...

Hedge fund replication using a strategy specific modeling approach

Hedge fund replication involves the use of common factors or liquid Exchange Traded. Funds (ETFs) in order to replicate the risk-return profile of common hedge ...

Hedge fund replication using strategy specific factors

This research explores hedge fund replication further by examining the importance of constructing clones with specific factors relevant to each hedge fund ...

CAIA Virtual Chapter - The Art and Science of Hedge Fund Replication

Replicating hedge fund returns is not necessarily a strategy, but has become an interesting avenue for investors seeking exposure to hedge ...

HEDGE FUND BETA REPLICATION

We also explain why these strategies are complements to, and not substitutes for, direct investments in hedge funds, and provide examples of their value-added ...

Six Reasons To Replicate Hedge Funds | AlphaWeek

Replication strategies employ quantitative models that seek to match or outperform hedge funds by investing directly in the market factors that ...

Smart Beta, Risk Premia and Hedge Fund Replication - Quantilia

Hedge fund replication involves building a portfolio of alternative betas in an effort to mimic hedge fund returns, or gaining exposure to common underlying ...

Hedge Fund Replication: A Model Combination Approach*

Recent years have seen increased demand from institutional investors for passive replication products that track the performance of hedge fund strategies using ...

Why It's 'Too Early' to Give Up on Replicating Hedge Funds

For the other strategies, however, the authors found that they could use the risk factor exposures to create “clones” that closely replicate ...

The Hedge Fund Replication and Alternative Risk Premia Page

Hedge fund replication is the name given to a number of different methods that attempt to replicate hedge fund returns.

Hedge Fund Replication Strategies and Examples - Masterworks

Factor replication strategies are based on the idea of “hedge fund beta” – identifying the market risk exposures that comprise hedge fund ...

Hedge fund replication strategies: implications for investor

Abstract. Over the past decade, academic research has identified a number of replication strategies capable of capturing between 40% to 80% of the average ...

Hedge fund replication using a strategy specific modeling approach

"Institutional investors and wealthy individuals have in the past allocated a significant portion of their portfolios to hedge funds with the expectation of ...

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 ...