Hello Granville, Thanks for you interest. The method is based on dynamic trading, similar to the hedging of vanilla options. For example, you...
For those interested in academic papers.... We used our technology of replication of hedge fund returns (see...
Following the last paper, this is a more technical one. Abstract: In this paper we develop and demonstrate the workings of a copula-based...
Dear Waterloo and SethArb, Thanks for your comments. The idea is to create a kind of "exotic option". If you want to replicate the hedge fund...
For those interested in academic papers.... We know that hedge fund returns usually are non-normally distributed and non-linearly related with...
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