haku: @author Ferry, J. / yhteensä: 19
viite: 2 / 19
| Tekijä: | Ferry, J. |
| Otsikko: | Hedge fund replication comes under fire |
| Lehti: | Euromoney
2007 : OCT, VOL. 38:462, p. 69-71 |
| Asiasana: | banks banking hedging cash flow |
| Vapaa asiasana: | hedge funds mutual funds |
| Kieli: | eng |
| Tiivistelmä: | This paper provides an in-depth discussion on the new hedge funds like products without risk and high fees, that banks offer to investors. Two different models, factor-based replication and payoff distribution replication, used for hedge fund replication are presented with examples. The third way, which is recently brought out, is mentioned. The aim of these alternative exposures is also to receive money into the banks' own strategies. |
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