Searched for: "hedge fund replication"
About 4 results for "hedge fund replication"
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This paper provides a new hedge fund replication method, which extends Kat and Palaro (2005) and Papageorgiou, Remillard and Hocquard (2008) to multiple trading assets with both lo...
Generating A Target Payoff Distribution With The Cheapest Dynamic Portfolio: An Application To Hedge Fund Replication
This paper provides a new hedge fund replication method with the dynamic optimal portfolio. This is an extension of the methodology developed by Kat and Palaro (2005) and Papageorg...
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