Hedge Fund Replication - Softcover

Softcover

ISBN 10: 1349340596 ISBN 13: 9781349340590

Publisher: Palgrave Macmillan, 2012

Synopsis

While there may be a consensus in the industry that hedge funds clones will bring better liquidity and lower fees, it is still debatable whether replication products should serve as a complement in the hedge fund allocation decision or as a replacement. This book offers the reader valuable insights into the thinking behind hedge fund replication.

About this title

About the Author

Greg N. Gregoriou is the author of numerous published books, book chapters and refereed journal papers. He has also been quoted several times in the New York Times and the Financial Times of London. Professor Gregoriou is hedge fund editor and editorial board member for the Journal of Derivatives and Hedge Funds, as well as editorial board member for the Journal of Wealth Management, the Journal of Risk Management in Financial Institutions, Market Integrity, IEB International Journal of Finance, and the Brazilian Business Review. Professor Gregoriou's interests focus on hedge funds, funds of funds, and CTAs. He is an EDHEC Research Associate in Nice, France.

MAHER KOOLI Professor of Finance at the School of Management, Université du Québec à Montreal (UQAM), Canada. He is also the finance graduate programs director and in charge of the Trading room at UQAM. He holds a Ph.D. in finance from Laval University (Quebec), Canada,and was a postdoctoral researcher in finance at the Center of Interuniversity Research and Analysis on Organisations. Professor Kooli also worked as a Senior Research Advisor for la Caisse de Depot et Placement de Québec (CDP Capital). He has published articles in a wide variety of books and journals.

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2012
• Language: English
• ISBN 10: 1349340596
• ISBN 13: 9781349340590
• Binding: Paperback
• Edition number: 1
• Number of pages: 217
• Editor: Gregoriou G., Kooli M.