Using Alternative Investment Vehicles to Replication Hedge Funds Risk and Return
نویسندگان
چکیده
In this paper we will compare the risk return pattern along with performance measure of hedge funds to alternative investment vehicles, namely Exchange Traded Funds (ETFs). Our results showed that exchange traded can be used emulate hedged portfolios’ and matrix, performance. are required report their strategies Security Commission. Hedged have proprietary do not
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ژورنال
عنوان ژورنال: International Journal of Financial Research
سال: 2023
ISSN: ['1923-4023', '1923-4031']
DOI: https://doi.org/10.5430/ijfr.v14n1p13