Analysis of the Rationality of Hedge Fund Replication
DOI:
https://doi.org/10.54097/hbem.v2i.2362Keywords:
Hedge Fund, Rationality, Replication.Abstract
Hedge funds have become a hot topic in recent years, more and more people hope that through the hedge funds this way of high-yielding wealth management profit, but the threshold of the hedge funds, too many people, is people can't help doubt, that we can communicate about copying the former case to profit, this paper details about copying the possibility of hedge funds.
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References
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Liang, Bing. 1999. On the performance of hedge funds. Financial Analysts Journal 55: 72–85. Liang, Bing, and Harry M. Kat. 2001. Hedge fund performance: 1990–1999
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Brown, Stephen J., William N. Goetzmann, and Roger G. Ibbotson. 1999
Feng Alpha Capture System， ACS 2022
Lars Jaeger (born 1969 in Heidelberg, Germany) is a Swiss-German author, entrepreneur, financial theorist, and alternative investment manager.
Stoforos, Chrysostomos E., Stavros Degiannakis, and Theodosios Palaskas. 2016. Hedge Fund Returns under Crisis
It is a stock market index tracking the stock performance of 500 large companies listed on exchanges in the United States. It is one of the most commonly followed equity indices
Hasanhodzic, J. and Lo, A. (2006b). “Can Hedge-Fund Returns Be Replicated?: The Linear Case” (August 16, 2006).
The model was proposed door David Hsieh and William Fung in 2001 in a paper titled Hedge Fund Benchmarks: A Risk-Based Approach”.
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