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Hedge Fund Replication: The Asymmetric Way

Roman Tancar, Thorsten Poddig and Panagiotis Ballis-Papanastasiou
The Journal of Alternative Investments Summer 2012, 15 (1) 68-84; DOI: https://doi.org/10.3905/jai.2012.15.1.068
Roman Tancar
is a research assistant in the Department of Finance at the University of Bremen in Bremen, Germany.
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  • For correspondence: tancar@uni-bremen.de
Thorsten Poddig
is a professor and chair holder in the Department of Finance at the University of Bremen in Bremen, Germany.
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  • For correspondence: fiwi@uni-bremen.de
Panagiotis Ballis-Papanastasiou
is a research assistant in the Department of Finance at the University of Bremen in Bremen, Germany.
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  • For correspondence: p.papanastasiou@uni-bremen.de
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The Journal of Alternative Investments: 15 (1)
The Journal of Alternative Investments
Vol. 15, Issue 1
Summer 2012
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Hedge Fund Replication: The Asymmetric Way
Roman Tancar, Thorsten Poddig, Panagiotis Ballis-Papanastasiou
The Journal of Alternative Investments Jun 2012, 15 (1) 68-84; DOI: 10.3905/jai.2012.15.1.068

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Hedge Fund Replication: The Asymmetric Way
Roman Tancar, Thorsten Poddig, Panagiotis Ballis-Papanastasiou
The Journal of Alternative Investments Jun 2012, 15 (1) 68-84; DOI: 10.3905/jai.2012.15.1.068
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  • Article
    • Abstract
    • THE CONCEPT OF HEDGE FUND REPLICATION
    • ASYMMETRIC HEDGE FUND REPLICATION
    • EXCURSION: LINEAR OPTIMIZATION
    • BRIEF EMPIRICAL EXAMPLE21
    • SUMMARY AND CONCLUSION
    • APPENDIX
    • ENDNOTES
    • REFERENCES
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