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	<title>AllAboutAlpha.com &#187; Search Results  &#187;  lhabitant</title>
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	<link>http://allaboutalpha.com/blog</link>
	<description>Hedge funds, portable alpha, 130/30 and alpha-centric investing</description>
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		<title>Madoff: A Riot of Red Flags</title>
		<link>http://allaboutalpha.com/blog/2009/01/30/madoff-a-riot-of-red-flags/</link>
		<comments>http://allaboutalpha.com/blog/2009/01/30/madoff-a-riot-of-red-flags/#comments</comments>
		<pubDate>Sat, 31 Jan 2009 00:30:52 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Dossier]]></category>
		<category><![CDATA[Hedge Fund Industry Trends]]></category>
		<category><![CDATA[Hedge Fund Operations and Risk Management]]></category>
		<category><![CDATA[Institutional Investing]]></category>
		<category><![CDATA[Posting Categories]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=4218</guid>
		<description><![CDATA[By: Greg N. Gregoriou (SUNY College at Plattsburgh) and Francois Serge Lhabitant (Kedge Capital Fund Management; EDHEC Graduate School of Management; HEC-Lausanne) 
Published: January 2009
Abstract: For more than seventeen years, Bernard Madoff operated what was viewed as one of the most successful investment strategies in the world. This strategy ultimately collapsed in December 2008 in [...]]]></description>
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		<slash:comments>0</slash:comments>
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		<item>
		<title>Francois-Serge Lhabitant</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/francois-serge-lhabitant/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/francois-serge-lhabitant/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:42:12 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Hall of Fame]]></category>
		<category><![CDATA[Hedge Fund Researchers]]></category>
		<category><![CDATA[Who's Who]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2306</guid>
		<description><![CDATA[Francois-Serge Lhabitant
Associate Professor of Finance at EDHEC Business School, Professor of Finance at the University of Lausanne, and a senior advisor to Kedge Capital Partners
Bio/Contact Information (Edhec)
Research (SSRN)
Interview  (Edhec)
Relevant Postings (AllAboutAlpha.com)
  
]]></description>
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		<slash:comments>0</slash:comments>
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		<item>
		<title>EDHEC Presents Much-Anticipated Hedge Fund Replication Study in Geneva</title>
		<link>http://allaboutalpha.com/blog/2007/03/13/edhec-presents-much-anticipated-hedge-fund-replication-study-in-geneva/</link>
		<comments>http://allaboutalpha.com/blog/2007/03/13/edhec-presents-much-anticipated-hedge-fund-replication-study-in-geneva/#comments</comments>
		<pubDate>Wed, 14 Mar 2007 02:20:18 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Alternative Beta & Hedge Fund Replication]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/03/13/edhec-presents-much-anticipated-hedge-fund-replication-study-in-geneva/</guid>
		<description><![CDATA[Hedge Fund Replication: Old theory, new interest, inconclusive results
Consultant and journalist Pierre Saint-Laurent* continues his coverage of EDHEC&#8217;s Asset Management Days in Geneva this week for All About Alpha.  On Tuesday, he attended a much anticipated presentation on hedge fund replication featuring researchers NoÃ«l Amenc, Jean-Christophe Meyfredi, FranÃ§ois-Serge Lhabitant and Walter GÃ©hin.  Other industry leaders** joined [...]]]></description>
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		<slash:comments>1</slash:comments>
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		<item>
		<title>Hedge Fund Managers Glorified Coin-Tossers?</title>
		<link>http://allaboutalpha.com/blog/2007/02/03/hedge-fund-managers-glorified-coin-tossers/</link>
		<comments>http://allaboutalpha.com/blog/2007/02/03/hedge-fund-managers-glorified-coin-tossers/#comments</comments>
		<pubDate>Sun, 04 Feb 2007 04:24:39 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/02/03/hedge-fund-managers-glorified-coin-tossers/</guid>
		<description><![CDATA[&#8220;To the point: Hedge funds have no science but to bet on heads or tails&#8221;
By: Edmond Warner, Daily Telegraph
Published: February 1, 2007
This article suggests that hedge funds, under pressure to perform, are simply levering-up 50/50 (&#8221;fair&#8221;) bets.  According to its author, hedge funds use &#8220;pseudo-scientific investment models that are no more than cottage industry gambles&#8221;. Unfortunately, [...]]]></description>
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		<slash:comments>0</slash:comments>
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		<title>Professor Harry Kat Speaks Out: Hedge Fund &#8220;Replication&#8221; a Misnomer</title>
		<link>http://allaboutalpha.com/blog/2007/01/19/professor-harry-kat-speaks-out-hedge-fund-replication-a-misnomer/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/19/professor-harry-kat-speaks-out-hedge-fund-replication-a-misnomer/#comments</comments>
		<pubDate>Fri, 19 Jan 2007 22:21:28 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Alternative Beta & Hedge Fund Replication]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/19/professor-harry-kat-speaks-out-hedge-fund-replication-a-misnomer/</guid>
		<description><![CDATA[Professor Harry Kat of City University, London has the hedge fund industry in a tizzy about what has become known as his hedge fund &#8220;replication&#8221; technique.  Today, he straightens out the record with the following statement:
&#8220;Since the launch of FundCreator we have received various emails from people who, put simply, stated that &#8216;You guys are [...]]]></description>
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		<slash:comments>0</slash:comments>
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		<title>Performance measurement for hedge funds with neural network derived benchmarks</title>
		<link>http://allaboutalpha.com/blog/2006/12/18/performance-measurement-for-hedge-funds-with-neural-network-derived-benchmarks/</link>
		<comments>http://allaboutalpha.com/blog/2006/12/18/performance-measurement-for-hedge-funds-with-neural-network-derived-benchmarks/#comments</comments>
		<pubDate>Mon, 18 Dec 2006 23:59:51 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Performance, Analytics & Metrics]]></category>

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		<description><![CDATA[By: Ramin Baghai-Wadji &#38; Stefan Klocker, Vienna University of Economics and Business Administration
Published: May 20, 2006
Assuming hedge fund beta exists, determining the amount of alpha produced by a manager requires one to know what particular hedge fund beta a manager is leveraging.  So the identification of a hedge fund as being say, &#8221;merger arb&#8221; or &#8220;distressed&#8221; is critical in determining [...]]]></description>
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