Alternative Beta Strategies and Hedge Fund Replication Jaeger Hardback

Alternative Beta Strategies and Hedge Fund ReplicationAuthor(s): Lars Jaeger, Jeffrey Pease\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780470754467, 978-0470754467\nSynopsis\nThere s a buzzword that has quickly captured the imagination of product providers and investors alike: \""hedge fund replication\"". In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there still lacks a coherent picture on what hedge fund replication means in practice, what its premises are, how to distinguish di erent approaches, and where this can lead us to. Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replicatio.