kaal:claim:2748096-025

The growth of hedge fund replication strategies packaged in exchange traded funds may further increase the systemic risks associated with certain hedge fund strategies.

Source quote, verbatim

The growth of hedge fund replication strategies in exchange-traded funds (ETFs) may further increase hedge funds' systemic risks associated with certain strategies (Ramaswamy 2011).

From

Wulf A. Kaal, Timothy A. Krause, Hedge Funds and Systemic Risk (2016), Hedge Fund Returns and Investment Strategies, p. 9
https://ssrn.com/abstract=2748096 · source PDF

Cite as

Wulf A. Kaal, Timothy A. Krause, Hedge Funds and Systemic Risk (2016). SSRN: https://ssrn.com/abstract=2748096

Holds when

applies to ETF based replication of hedge fund strategies

Classification

predictivesupport: speculativesystemic-riskrisk-and-incentives

Verify

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