Benchmarking of Replicated Hedge Funds

Martin D. Wiethuechter and Lajos Németh

Chapter 5 in Hedge Fund Replication, 2012, pp 61-75 from Palgrave Macmillan

Abstract: Abstract In the 1990s, the hedge fund universe consisted of approximately 500 hedge funds with an estimated total of $50 billion assets. At its peak in late 2007, the hedge fund industry had grown to more than $2.8 trillion in assets. As it grew, so did the complexity of hedge fund management. Ongoing innovations, entry into new markets, and creative trading strategies have made it more and more difficult for investors to understand the market behavior of hedge funds.

Keywords: Mutual Fund; Hedge Fund; Short Selling; Creative Trading; Variance Swap (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-35831-7_5

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DOI: 10.1057/9780230358317_5

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