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The Journal of Alternative Investments

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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.
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  • For correspondence: dblumin@worldbank.org
Roie Hauser
is a research assistant professor at the Fox School of Business at Temple University in Philadelphia, PA.
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  • For correspondence: roie.hauser@temple.edu
Azriel Levy
is a visiting professor of finance at the University of Wyoming College of Business in Laramie, WY.
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  • For correspondence: alevy1@uwyo.edu
Kartikeya Rao
is an investment analyst with the Pension and Endowments Department of the World Bank Treasury in Washington, DC.
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  • For correspondence: krao4@worldbank.org
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The Journal of Alternative Investments: 19 (1)
The Journal of Alternative Investments
Vol. 19, Issue 1
Summer 2016
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Evaluating the Efficiency of Hedge Fund Replication:
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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Evaluating the Efficiency of Hedge Fund Replication:
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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  • Article
    • Abstract
    • HEDGE FUND CLONES AND HEDGE FUND INDEXES
    • DATA
    • METHODOLOGY
    • RESULTS: ANALYSIS OF THE CONTRIBUTION OF CLONES
    • CONCLUDING REMARKS
    • APPENDIX
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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