[PDF][PDF] How do hedge fund clones manage the real world?

E Wallerstein, NS Tuchschmid… - Journal of Alternative …, 2010 - researchgate.net
Several hedge fund replication products have been launched over the past three to four years.
Consequently a substantial number of products have build up a sufficient track record for …

Will alternative Ucits ever be loved enough to replace hedge funds?

N Tuchschmid, E Wallerstein… - Available at SSRN …, 2010 - papers.ssrn.com
This article analyses a new data base on Ucits" hedge funds", or alternative Ucits funds. These
are EU regulated investment vehicles allowing for a relatively large degree of latitude for …

[PDF][PDF] UCITS: can they bring funds of hedge funds on-shore?

NS Tuchschmid, E Wallerstein - The Journal of Wealth Management, 2013 - caia.org
This article analyzes UCITS hedge funds, the EU-regulated investment vehicles also called
Newcits or alternative UCITS. Because this regulatory regime allows for a relatively large …

Assessing the performance of funds of hedge funds

…, H Pirotte, N Tuchschmid, E Wallerstein - … 2012 Annual Meetings …, 2011 - papers.ssrn.com
This paper studies the performance of a sample of funds of hedge funds (FoHFs) from January
1994 to August 2009. We apply the false discoveries (FD) technique of Barras, Scaillet …

How do hedge fund clones manage the real world?

N Tuchschmid, E Wallerstein… - Journal of Alternative …, 2010 - papers.ssrn.com
Several hedge fund replication products have been launched over the past three to four years.
Consequently a substantial number of products have built up a sufficient track record for …

Hedge fund clones are still to count on

N Tuchschmid, E Wallerstein… - Available at SSRN …, 2010 - papers.ssrn.com
Hopes were high some years ago that hedge fund replication products would be for hedge
fund investments something akin to what index funds have been to equity investments. …

Hedge fund clones

N Tuchschmid, E Wallerstein, S Zaker - 2011 - academic.oup.com
The hedge fund replication refers to the process of replicating, or cloning, the returns of
hedge funds through a statistical model or algorithmic trading strategy. There are three …

Hedge fund replication in turbulent markets

NS Tuchschmid, E Wallerstein, S Zaker - Managerial Finance, 2011 - emerald.com
Purpose – Hedge fund replication gained considerable attention during the period surrounding
2007 when it was anticipated to become for hedge fund investors what index funds are …

Erik Erikson and his problematic identity

RS Wallerstein - Journal of the American Psychoanalytic …, 2014 - journals.sagepub.com
In his psychohistorical biographies of Luther and Gandhi, Erik Erikson proposed that great
issues of a particular time and place, as experienced by sensitive and creative individuals …

Short Selling in an Asset Allocation Framework—The Search for Alpha

NS Tuchschmid, E Wallerstein, S Zaker - Handbook of Short Selling, 2012 - Elsevier
Publisher Summary This chapter highlights the central role played by short selling in an
institutional investor's portfolio. Introducing short selling in an asset allocation framework can …