Implicit Options in Hedge Fund Products

Joseph Eagleeye, Hilary Till: This paper discusses the option-like exposures of a number of hedge fund strategies based on a review of the current literature.

Author(s) :

Joseph Eagleeye

Principal, Premia Capital Management, LLC

Hilary Till

Principal, Premia Capital Management, LLCResearch Associate, EDHEC-Risk Institute

Presentation :

Pdf
Implicit Options in Hedge Fund Products...
(566.53 KB)
Type : Working paper
Date : le 04/11/2013
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

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