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- Hedge_fund_replication abstract "Hedge fund replication is the collective name given to a number of different methods that attempt to replicate hedge fund returns. As the hedge fund industry has boomed over recent years, various studies by investment banks as well as academic papers have shown that hedge funds may be nearing an alpha generating capacity constraint, meaning 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 alpha is a zero-sum gain, 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 Alternative Beta.Consensus has not yet been reached as to the best methodology to replicate hedge fund returns. Currently, there are two schools of thought, as follows:".
- Hedge_fund_replication wikiPageExternalLink www.hedgefundreplication.com.
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- Hedge_fund_replication subject Category:Hedge_funds.
- Hedge_fund_replication type Abstraction100002137.
- Hedge_fund_replication type FinancialInstitution108054721.
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- Hedge_fund_replication type HedgeFund108071229.
- Hedge_fund_replication type HedgeFunds.
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- Hedge_fund_replication type InvestmentCompany108070850.
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- Hedge_fund_replication comment "Hedge fund replication is the collective name given to a number of different methods that attempt to replicate hedge fund returns. As the hedge fund industry has boomed over recent years, various studies by investment banks as well as academic papers have shown that hedge funds may be nearing an alpha generating capacity constraint, meaning hedge funds can no longer produce alpha in aggregate.".
- Hedge_fund_replication label "Hedge fund replication".
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