Publications
| Hocquard, A., Papageorgiou, N. and Rémillard, B. (2007) Optimal hedging strategies with an application to hedge fund replication. Wilmott Magazine (in press). | >> PDF << |
Documents de recherche
| Papageorgiou, N., Rémillard, B. and Hocquard, A. (2008) Replicating the properties of hedge fund returns. DGAM-HEC Research on Alternative Investments, 1 |
>> PDF << |
Hocquard, A., Papageorgiou, N. and Rémillard, B. (2007) The Global Performance Measure. AIMA |
Articles
| AllAboutAlpha.com |
| “Hedge Fund Replication: Day One Re-cap” | >> LIEN << |
| “Modified Kat-Palaro HF replication model heralds entry of major new competitor“ | >> LIEN << |
| Français | English | ||||||
 |
||||||
|
||||||
 |
|
|||||
|
||||||
