Nomura incorporates stress tests into hedge fund replication indexes

Clare Dickinson
01 Apr 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Nomura has launched a series of hedge fund replication indexes in partnership with Chicago-based research firm Hedge Fund Research (HFR), aiming to replicate the high returns generated by hedge funds but in a more transparent and accessible way.

The HFRq Hedge Fund Replication Long Index and the HFRq Hedge Fund Replication Short Index are based on the HFRI Fund Weighted Composite Index. Most hedge fund replication indexes use historical data, but the HFRq indexes use a forward-looking measure and

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]