Article
Evaluating the Efficiency of Hedge Fund Replication:
Return and Diversification Effects
Dmitri Blumin, Roie Hauser, Azriel Levy and Kartikeya Rao
The Journal of Alternative Investments Summer 2016, 19 (1) 79-92; DOI: https://doi.org/10.3905/jai.2016.19.1.079
Dmitri Blumin
is a senior portfolio manager with the Pension and Endowments Department of the World Bank Treasury in Washington, DC.
Roie Hauser
is a research assistant professor at the Fox School of Business at Temple University in Philadelphia, PA.
Azriel Levy
is a visiting professor of finance at the University of Wyoming College of Business in Laramie, WY.
Kartikeya Rao
is an investment analyst with the Pension and Endowments Department of the World Bank Treasury in Washington, DC.
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In this issue
The Journal of Alternative Investments
Vol. 19, Issue 1
Summer 2016
Evaluating the Efficiency of Hedge Fund Replication:
Return and Diversification Effects
Return and Diversification Effects
Dmitri Blumin, Roie Hauser, Azriel Levy, Kartikeya Rao
The Journal of Alternative Investments Jun 2016, 19 (1) 79-92; DOI: 10.3905/jai.2016.19.1.079
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