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Financial services / Mathematical finance / Institutional investors / Collective investment schemes / Alternative beta / Hedge fund / Beta / Kalman filter / Market neutral / Financial economics / Investment / Finance


Modelling and Replicating Hedge Fund Returns Wang Chun Wei ∗ March 1, 2010
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Document Date: 2013-08-05 02:21:40

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File Size: 510,54 KB

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Company

AustralianSuper Pty. Ltd. / Barclays Capital / AMEX / Citigroup / Morgan Stanley / Goldman Sachs / /

Country

United States / /

Currency

USD / /

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Facility

University of Melbourne / Centre of Actuarial Studies / /

IndustryTerm

transparent liquid replication products / manufacturing industry / similar products / style analysis tool / /

MarketIndex

S&P 500 / Credit Suisse Tremont / FOF / EAFE / S&P 500 composite / Goldman Sachs Commodity / /

Organization

Department of Com / University of Melbourne / US government / Centre of Actuarial Studies / US Federal Reserve / /

Position

rt / manager skill / hedge fund manager / manager claims / manager / /

Technology

alpha / cloning / /

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