About: Hedge fund replication

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Hedge fund replication is the collective name given to a number of different methods that attempt to replicate hedge fund returns. The hedge fund industry has boomed over recent years and various studies by investment banks as well as academic papers have shown that hedge funds may be nearing an alpha generating capacity constraint. This means hedge funds can no longer produce alpha in aggregate. Replication has been claimed to remove the illiquidity, transparency and fraud risk associated with direct investment in hedge funds. With the belief that the pursuit of alpha is a zero-sum game, more investors are looking to simply add "Hedge Fund Beta" to their portfolio. These early investors have been rewarded as the replicators outperformed their direct investment cousins in 2008 due to their

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rdfs:label	Hedge fund replication (en)
rdfs:comment	Hedge fund replication is the collective name given to a number of different methods that attempt to replicate hedge fund returns. The hedge fund industry has boomed over recent years and various studies by investment banks as well as academic papers have shown that hedge funds may be nearing an alpha generating capacity constraint. This means hedge funds can no longer produce alpha in aggregate. Replication has been claimed to remove the illiquidity, transparency and fraud risk associated with direct investment in hedge funds. With the belief that the pursuit of alpha is a zero-sum game, more investors are looking to simply add "Hedge Fund Beta" to their portfolio. These early investors have been rewarded as the replicators outperformed their direct investment cousins in 2008 due to their (en)
dcterms:subject	Hedge funds
Wikipage page ID	25210272 (xsd:integer)
Wikipage revision ID	949744487 (xsd:integer)
Link from a Wikipage to another Wikipage	Benchmarking Particle filter Beta (finance) Index fund Investment bank Investor Leverage (finance) Hedge funds Trading Strategy Index Fraud Hedge fund Lars Jaeger Liquid alternative investment Academic paper Alpha (investment) Alternative beta Fee Kalman filter Mutual fund Regression analysis Return on investment Transparency (market) Inflection point Liquidity Exchange-traded fund Linear regression model Direct investment Illiquidity dbr:Alternative_Beta
Link from a Wikipage to an external page	https://www.hedgefundresearch.com http://www.opalesque.tv/youtube/Lars_Jaeger/1
sameAs	Hedge fund replication Hedge fund replication Hedge fund replication Hedge fund replication
dbp:wikiPageUsesTemplate	dbt:Reflist dbt:Unreferenced
has abstract	Hedge fund replication is the collective name given to a number of different methods that attempt to replicate hedge fund returns. The hedge fund industry has boomed over recent years and various studies by investment banks as well as academic papers have shown that hedge funds may be nearing an alpha generating capacity constraint. This means hedge funds can no longer produce alpha in aggregate. Replication has been claimed to remove the illiquidity, transparency and fraud risk associated with direct investment in hedge funds. With the belief that the pursuit of alpha is a zero-sum game, more investors are looking to simply add "Hedge Fund Beta" to their portfolio. These early investors have been rewarded as the replicators outperformed their direct investment cousins in 2008 due to their greater liquidity and lower use of leverage. Leading hedge fund industry professionals that study risk exposures, such as Israel Cohen and Lars Jaeger, contend that while most hedge fund claim a return of alpha, these claims are inaccurate. Cohen's research shows that any alpha generated by the average hedge fund is lost to an investor in the various layers of fees. In an Opalesque.TV video, Jaeger contends that hedge funds take systematic risk exposures to capital markets which lead to their premium, which he calls . (en)
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foaf:isPrimaryTopicOf	wikipedia-en:Hedge_fund_replication
is Link from a Wikipage to another Wikipage of	Hedge Fund Replication Alternative beta
is Wikipage redirect of	Hedge Fund Replication
is foaf:primaryTopic of	wikipedia-en:Hedge_fund_replication

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