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Alternative Beta Strategies and Hedge Fund Replication by Lars Jaeger

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References and Bibliography

Ackermann, C., McEnally, D., Ravenscraft, R., ‘The performance of hedge funds: risk return, and incentives’, Journal of Finance, 2 (1999)

Agarwal, V., Naik, N., ‘Multi-period performance persistence analysis of hedge funds’, Journal of Financial and Quantitative Analysis, 35, 2 (2000)

Agarwal, V., Naik, N., ‘On taking the “alternative” route: the risks, rewards, and performance persistence of hedge funds’, The Journal of Alternative Investments (Spring 2000)

Agarwal, V., Naik, N., ‘Performance evaluation of hedge funds with option-based and buy-and-hold strategies’; Working Paper (September 2000)

Agarwal, V., Naik, N., ‘Performance evaluation of hedge funds with option-based and buy-and-hold strategies’, Working Paper (2001); published under the title: ‘Risks and portfolio decisions involving hedge funds’, Review of Financial Studies, 17, p. 63 (2004)

Agarwal, V., Naveen, D., Naik, N., ‘Flows, performance, and managerial incentives in hedge funds’, London Business School Working Paper (2004)

Agarwal, V., Fung, W., Loon, Y., Naik, N., ‘Risks and return in Convertible Arbitrage: evidence from the convertible bond market’, Working Paper, London Business School (2006)

AIMA ‘AIMA's guide to sound practices for hedge fund valuation’, AIMA (2007). The reader can download the executive summary from the AIMA homepage: http://www.aima.org http://www.aima.org/uploads/ExecSummaryAIMAGuideSPforHFValuation2007.pdf

Alexander, C., Giblin, I., Weddington, W., ‘Cointegration ...

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