Do hedge funds have enough capital? : A value-at-risk approach
Year of publication: |
2005
|
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Authors: | Gupta, Anurag ; Liang, Bing |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 77.2005, 1, p. 219-253
|
Subject: | USA | United States | Hedgefonds | Hedge fund | Risikomaß | Risk measure | 2003 |
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