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Article: With Hedge Fund Replication Going Mainstream, This Book Provides Clear Guidance on the Topic to Maximise Returns.
- Article from:
- Business Wire
- Article date:
- November 17, 2008
CopyrightCOPYRIGHT 2008 Business Wire. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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DUBLIN, Ireland -- Research and Markets (http://www.researchandmarkets.com/research/b44247/alternative_beta_s) has announced the addition of John Wiley and Sons Ltd's new report "Alternative Beta Strategies and Hedge Fund Replication" to their offering.
It has long been recognized that a main part of a Hedge Funds's return corresponds to risk premiums rather than market inefficiencies, i.e. from beta instead of alpha. This has some implication for the industry, among which the most striking is the endeavor to construct investable benchmarks for hedge funds on the basis of an analysis of the underlying systematic risk factors and a subsequent replication of the ...