Estimating Operational Risk for Hedge Funds : The Ω-Score
Year of publication: |
2013
|
---|---|
Authors: | Brown, Stephen |
Other Persons: | Goetzmann, William N. (contributor) ; Liang, Bing (contributor) ; Schwarz, Christopher (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Operationelles Risiko | Operational risk | Investmentfonds | Investment Fund | Hedging | Risiko | Risk |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | NYU Working Paper ; No. 2451/27845 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2008 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The prospective low risk hedge fund capital allocation line model : evidence from the debt market
Vukovic, Darko B., (2018)
-
On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre, (2018)
-
Hedge fund operational due diligence : understanding the risks
Scharfman, Jason A., (2009)
- More ...
-
Estimating operational risk for hedge funds : the w-score
Brown, Stephen J., (2009)
-
Brown, Stephen J., (2009)
-
Brown, Stephen, (2011)
- More ...