Concepedia

Hedge Fund Replication

Hedge Fund Replication is a quantitative modeling approach that seeks to emulate the risk-return characteristics of hedge fund strategies using transparent, rule-based methods and publicly available financial instruments, distinguishing it from direct investment in actual hedge funds by avoiding reliance on proprietary strategies, illiquid assets, or fund-level disclosures.

33

Publications

1.4K

Citations

61

Authors

42

Institutions

Publications per year

2017–2026

2

Variants

Hedge Fund Cloning

Parents

Publications

33

Can Hedge-Fund Returns Be Replicated?: The Linear Case

Jasmina Hasanhodzic, Andrew W. Lo · SSRN Electronic Journal · 2006 · 299 citations · Full text

, , +13

Experiences with the Repair of the Mitral Valve in Mitral Incompetence

G. H. Wooler, P.G.F. Nixon, V. A. Grimshaw et al. · Thorax · 1962 · 171 citations · Full text

, , +14

Passive Hedge Fund Replication – Beyond the Linear Case

Noël Amenc, Lionel Martellini, Jean‐Christophe Meyfredi et al. · European Financial Management · 2009 · 76 citations

, , +12

Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

Harry M. Kat, Helder P. Palaro · SSRN Electronic Journal · 2005 · 71 citations · Full text

, , +15

How Do Hedge Fund Clones Manage the Real World?

Erik Wallerstein, Nils S. Tuchschmid, Sassan Zaker · The Journal of Alternative Investments · 2009 · 68 citations

, , +16

1–5 of 33

Authors

61

  1. TR
    Thierry Roncalli

    Université d'Évry Val-d'Essonne, France

    4 publications · 164 citations

    4

    h-index

  2. LM
    Lionel Martellini

    Ecole des Hautes Etudes Commerciales du Nord, France

    4 publications · 143 citations

    4

    h-index

  3. HM
    Harry M. Kat

    City, University of London, United Kingdom

    3 publications · 104 citations

    3

    h-index

  4. JM
    Jean‐Christophe Meyfredi

    Ecole des Hautes Etudes Commerciales du Nord, France

    2 publications · 117 citations

    2

    h-index

  5. JT
    Jérôme Teïletche

    World Bank, United States

    2 publications · 80 citations

    2

    h-index

1–5 of 61

Institutions

42

  1. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    4 h-index

    13 publications

    536 citations

  2. Université d'Évry Val-d'Essonne

    Évry-Courcouronnes, France

    3 h-index

    4 publications

    172 citations

  3. HEC Montréal

    Montreal, Canada

    2 h-index

    6 publications

    144 citations

  4. University of Liège

    Liège, Belgium

    2 h-index

    5 publications

    177 citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    2 h-index

    2 publications

    334 citations

  6. University of Massachusetts Amherst

    Amherst Center, United States

    2 h-index

    5 publications

    132 citations

  7. Leeds General Infirmary

    Leeds, United Kingdom

    1 h-index

    4 publications

    684 citations

  8. University of Missouri

    Columbia, United States

    1 h-index

    1 publications

    17 citations

1–8 of 42

Venues

  1. SSRN Electronic Journal

    Repository · 11 publications · 643 citations

    11

    h-index

  2. The Journal of Alternative Investments

    6 publications · 209 citations

    6

    h-index

  3. Journal of Derivatives & Hedge Funds

    2 publications · 22 citations

    2

    h-index

  4. European Financial Management

    2 publications · 92 citations

    2

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 1 publications · 19 citations

    1

    h-index

1–5