Hedge Fund Replication
Editor
- Greg N. Gregoriou(State University of New York
EDHEC Business School Research Associate)Maher Kooli(Université du Québec à Montréal)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1057/9780230358317
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Book Chapters
The following chapters of this book are listed in IDEAS- Maher Kooli & Sameer Sharma, 2012. "Can We Really “Clone” Hedge Fund Returns? Further Evidence," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 1, pages 1-14, Palgrave Macmillan.
- Jérôme Teïletche, 2012. "Hedge Fund Replication: Does Model Combination Help?," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 2, pages 15-29, Palgrave Macmillan.
- Richard D. F. Harris & Murat Mazibas, 2012. "Factor-Based Hedge Fund Replication with Risk Constraints," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 3, pages 30-47, Palgrave Macmillan.
- Anthony Ravi & Peter Mayall & John Simpson, 2012. "Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce Abnormal Gains," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 4, pages 48-60, Palgrave Macmillan.
- Martin D. Wiethuechter & Lajos Németh, 2012. "Benchmarking of Replicated Hedge Funds," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 5, pages 61-75, Palgrave Macmillan.
- Clemens H. Glaffig, 2012. "Insight—Distributional Hedge Fund Replication via State Contingent Stochastic Dominance," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 6, pages 76-89, Palgrave Macmillan.
- Laurent Germain & Nicolas Nalpas & Anne Vanhems, 2012. "Nonparametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Application," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 7, pages 90-105, Palgrave Macmillan.
- Roberto Savona, 2012. "Hedge Fund Cloning through State Space Models," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 8, pages 106-118, Palgrave Macmillan.
- R. McFall-Lamm, 2012. "Hedge Fund Return Replication via Learning Models," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 9, pages 119-132, Palgrave Macmillan.
- Giovanni Barone-Adesi & Simone Siragusa, 2012. "Linear Model for Passive Hedge Fund Replication," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 10, pages 133-145, Palgrave Macmillan.
- Iliya Markov & Nils S. Tuchschmid, 2012. "Can Hedge Fund-Like Returns be Replicated in a Regulated Environment?," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 11, pages 146-158, Palgrave Macmillan.
- Marco Rossi & Sergio L. Rodríguez, 2012. "A Factor-Based Application to Hedge Fund Replication," Palgrave Macmillan Books, in: Greg N. Gregoriou & Maher Kooli (ed.), Hedge Fund Replication, chapter 12, pages 159-190, Palgrave Macmillan.
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