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Alternative Beta Strategies and Hedge Fund Replication

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The increased academic and nonacademic effort in modeling and understanding hedge fund return sources has finally reachedWall Street. A new buzzword is out and has quickly captured the imagination of product providers and investors alike: ‘hedge fund replication’. In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there is still no coherent picture of what hedge fund replication means in practice, what its premises are, how to distinguish different approaches, and where this can lead us to. In this book I will try to change that