Replication and Benchmarking of Hedge Funds

Hossein B Kazemi; Feng Tu; Ying Li

doi:10.3905/jai.2008.712596

Replication and Benchmarking of Hedge Funds

Hossein B Kazemi, Feng Tu and Ying Li

The Journal of Alternative Investments Fall 2008, 11 (2) 40-59; DOI: https://doi.org/10.3905/jai.2008.712596

Hossein B Kazemi

A professor of finance at Isenberg School of Management, University of Massachusetts in Amherst, MA.

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For correspondence: kazemi@som.umass.edu

Feng Tu

A PhD student at Isenberg School of Management, University of Massachusetts in Amherst, MA.

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For correspondence: lytufeng@gmail.com

Ying Li

An assistant professor of finance at School of Business, Indiana University South Bend in South Bend, IN.

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For correspondence: yingl@iusb.edu

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Replication and Benchmarking of Hedge Funds

Hossein B Kazemi, Feng Tu, Ying Li

The Journal of Alternative Investments Sep 2008, 11 (2) 40-59; DOI: 10.3905/jai.2008.712596

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Replication and Benchmarking of Hedge Funds

Hossein B Kazemi, Feng Tu, Ying Li

The Journal of Alternative Investments Sep 2008, 11 (2) 40-59; DOI: 10.3905/jai.2008.712596

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