Can hedge fund–like returns be achieved without their complexity and constraints? In this session, Miguel Tiedra, CIO for Quantitative & Alternative Investments at BCV, explains how replication strategies allow investors to capture hedge fund performance efficiently while minimizing risks, costs, and illiquidity.
In this insightful presentation, Miguel Tiedra, Chief Investment Officer, Quantitative & Alternative Investments at Banque Cantonale Vaudoise (BCV), explores how hedge fund replication strategies can provide investors with hedge fund–style returns — without the traditional drawbacks such as high fees, low transparency, or limited liquidity.
Drawing on nearly two decades of expertise in alternative investments and portfolio management, Miguel outlines how quantitative models and systematic strategies can replicate hedge fund beta exposures, while still maintaining diversification and adaptability to changing markets.
This session delves into the practical applications, performance characteristics, and risk management techniques behind replication approaches. Listeners will learn how institutional and private investors can integrate these strategies to improve portfolio efficiency, enhance resilience, and benefit from hedge fund–like dynamics — all within a transparent, liquid, and cost-effective framework.
An essential episode for investors seeking innovative approaches to alternative investments and alpha generation in today’s dynamic financial markets.
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