Factor Modeling and Benchmarking of Hedge Funds: Can Passive Investments in Hedge Fund Strategies Deliver?

Lars Jaeger; Christian Wagner

doi:10.3905/jai.2005.608030

Primary Article

Factor Modeling and Benchmarking of Hedge Funds

Can Passive Investments in Hedge Fund Strategies Deliver?

Lars Jaeger and Christian Wagner

The Journal of Alternative Investments Winter 2005, 8 (3) 9-36; DOI: https://doi.org/10.3905/jai.2005.608030

Lars Jaeger

A partner at Partners Group, Zug, Switzerland.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: lars.jaeger@partnersgroup.net

Christian Wagner

A member of Hedge Fund Investment Advisory at Partners Group, Zug, Switzerland.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: Christian.Wagner@partnersgroup.net

Article
Info & Metrics
PDF (Subscribers Only)

Article Information

vol. 8 no. 3 9-36

DOI

https://doi.org/10.3905/jai.2005.608030

Published By

Pageant Media Ltd

Print ISSN

1520-3255

Online ISSN

2168-8435

History

Published online December 31, 2005.

Author Information

Lars Jaeger
1. A partner at Partners Group, Zug, Switzerland. (lars.jaeger{at}partnersgroup.net)
Christian Wagner
1. A member of Hedge Fund Investment Advisory at Partners Group, Zug, Switzerland. (Christian.Wagner{at}partnersgroup.net)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Alternative Investments

Vol. 8, Issue 3

Winter 2005

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Alternative Investments.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Factor Modeling and Benchmarking of Hedge Funds

Message Subject (Your Name) has sent you a message from The Journal of Alternative Investments

Message Body (Your Name) thought you would like to see the The Journal of Alternative Investments web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Factor Modeling and Benchmarking of Hedge Funds

Lars Jaeger, Christian Wagner

The Journal of Alternative Investments Dec 2005, 8 (3) 9-36; DOI: 10.3905/jai.2005.608030

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Factor Modeling and Benchmarking of Hedge Funds

Lars Jaeger, Christian Wagner

The Journal of Alternative Investments Dec 2005, 8 (3) 9-36; DOI: 10.3905/jai.2005.608030

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Flexible Indeterminate Factor-Based Asset Allocation
A Data-Driven Categorization of Investable Assets
Beta Regime-Switching Hedge Funds and their Clones
The Influence of Macroeconomic and Behavioral * Factors on Tactical Strategy Allocation (TSA) * for Funds of Hedge Funds
An Adaptive Approach to the Ranking of Investment Funds
Dynamic Hedge Fund Exposures: * One Size Estimation Interval Doesnt Fit All
Solvency II: Regulation Change and Hedge * Fund Evolution
On the Market-Timing Ability of Factor-Based * Hedge Fund Clones
Hedge Fund Replication: The Asymmetric Way
The Joint Dynamics of Hedge Fund Returns, * Illiquidity, and Volatility
Ranking Investment Funds Based on Limited Information
Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises
Hedging Equity Market Risk in Hedge Fund * Investing: A New Approach
How Do Hedge Fund Clones Manage the Real World?

Google Scholar

Main menu

User menu

Search

The Journal of Alternative Investments

Factor Modeling and Benchmarking of Hedge Funds

Can Passive Investments in Hedge Fund Strategies Deliver?

Article Information

Author Information

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Factor Modeling and Benchmarking of Hedge Funds

Can Passive Investments in Hedge Fund Strategies Deliver?

Article Information

Author Information

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected