The Hedge Fund Replication and Alternative Risk Premia Page

Alternative beta refers to the alpha generated in alternative investments that can be explained by tactical asset allocation and time-varying exposures in systematic risks. Hedge fund replication is the name given to a number of different methods that attempt to replicate hedge fund returns. The first approach consists in capturing the performance of alternative betas by tracking the performance of hedge funds. The second approach consists in developing canonical strategies, also called alternative risk premia.


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