| Publikationstyp: | Beitrag in Magazin oder Zeitung |
| Titel: | Alpha-hunting with funds of funds |
| Autor/-in: | Liechti, Oliver Dütsch, Patrick Meier, Peter |
| Erschienen in: | Investment & Pensions Europe |
| Band(Heft): | 2012 |
| Heft: | Dezember |
| Erscheinungsdatum: | 2012 |
| Verlag / Hrsg. Institution: | IPE |
| ISSN: | 1369-3727 |
| Sprache: | Englisch |
| Fachgebiet (DDC): | 332.6: Investition |
| Zusammenfassung: | Since the 2008 crisis, the search for alpha has become difficult for active managers, and in particular for hedge funds. Nonetheless, investors can find funds of hedge funds (FoHF) with positive alpha or alternative beta contributions. The team at the Zurich University has developed a data platform for FoHF and, using a multi-factor model, has extracted their alpha and beta characteristics. This article explains the methodology and discusses the results, which show that few FoHF offer pure alpha or pure beta contributions. Most are, at the same time, alpha hunters and beta grazers. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/9950 https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
| Departement: | School of Management and Law |
| Organisationseinheit: | Institut für Wealth & Asset Management (IWA) |
| Enthalten in den Sammlungen: | Publikationen School of Management and Law |
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Liechti, O., Dütsch, P., & Meier, P. (2012). Alpha-hunting with funds of funds. Investment & Pensions Europe, 2012(Dezember). https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article
Liechti, O., Dütsch, P. and Meier, P. (2012) ‘Alpha-hunting with funds of funds’, Investment & Pensions Europe, 2012(Dezember). Available at: https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article.
O. Liechti, P. Dütsch, and P. Meier, “Alpha-hunting with funds of funds,” Investment & Pensions Europe, vol. 2012, no. Dezember, 2012, [Online]. Available: https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article
LIECHTI, Oliver, Patrick DÜTSCH und Peter MEIER, 2012. Alpha-hunting with funds of funds. Investment & Pensions Europe [online]. 2012. Bd. 2012, Nr. Dezember. Verfügbar unter: https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article
Liechti, Oliver, Patrick Dütsch, and Peter Meier. 2012. “Alpha-Hunting with Funds of Funds.” Investment & Pensions Europe 2012 (Dezember). https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article.
Liechti, Oliver, et al. “Alpha-Hunting with Funds of Funds.” Investment & Pensions Europe, vol. 2012, no. Dezember, 2012, https://www.ipe.com/hedge-funds-alpha-hunting-with-funds-of-funds/48698.article.
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