Alternative Beta Strategies and Hedge Fund Replication by Lars Jaeger

Alternative Beta Strategies and Hedge Fund Replication by Lars Jaeger

There s a buzzword that has quickly captured the imagination of product providers and investors alike: hedge fund replication. In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures.

Lars Jaeger holds a PhD degree in theoretical physics from the Max-Planck Institute for Physics of Complex Systems, Dresden. He studied physics and philosophy at the University of Bonn, Germany, and Ã?cole Polytechnique, Paris. After his post-doctorate studies in Dresden, Lars began his finance career as a quantitative researcher on econometric and mathematical modeling of financial markets at Olsen & Associates AG in Zurich. He subsequently joined the Hedge Fund group of Credit Suisse Asset management, where he was responsible for risk management and quantitative strategy analysis. Lars is a founding partner of saisGroup, an investment firm specializing on alternative investment strategies which in 2001 merged with Partners Group, where he is now a partner heading the group â??Alternative Beta Strategesâ??. Lars holds the CFA charter and is a certified Financial Risk Manager (FRM). He is the author of numerous research publications and the books Risk Management of Alternative Investment Strategies, published in 2002 with Financial Times Prentice Hall, The New Generation of Risk Management for Hedge Funds and Private Equity (ed.) published by Euromoney in 2003, and Through the Alpha Smokescreen: A guide to hedge fund return sources, published by Institutional Investors (2005). Lars lives with his wife and three children near Zurich, Switzerland.

SKU	Unavailable
ISBN 13	9780470754467
ISBN 10	047075446X
Title	Alternative Beta Strategies and Hedge Fund Replication
Author	Lars Jaeger
Condition	Unavailable
Binding Type	Hardback
Publisher	John Wiley & Sons Inc
Year published	2008-09-26
Number of pages	272
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.