Crowded trades and tail risk
Year of publication: |
2022
|
---|---|
Authors: | Brown, Gregory W. ; Howard, Philip ; Lundblad, Christian |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 7, p. 3231-3271
|
Subject: | Hedgefonds | Hedge fund | Risiko | Risk | Leerverkauf | Short selling | Fremdkapital | Debt financing | Kapitalmarktrendite | Capital market returns | USA | United States | 2004-2017 |
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