Wednesday, August 8, 2012
Send in the Clones? Hedge Fund Replication Using Futures Contracts
By Nicolas P.B. Bollen, E. Bronson Ingram Professor of Finance, Owen Graduate School of Management - Vanderbilt University and Gregg S. Fisher, President and Chief Investment Officer, Gerstein Fisher
Replication products strive to offer investors some of the benefits of hedge funds while avoiding their high fees, illiquidity, and opacity. The authors test whether a replication algorithm can deliver the diversification and high Sharpe ratio that investors seek.
Download the full article here.
From the August 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Replication products strive to offer investors some of the benefits of hedge funds while avoiding their high fees, illiquidity, and opacity. The authors test whether a replication algorithm can deliver the diversification and high Sharpe ratio that investors seek.
Download the full article here.
From the August 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund performance, hedge funds
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