Form PF and the systemic risk of hedge funds : risk-measurement precision for option portfolios
Year of publication: |
2016
|
---|---|
Authors: | Flood, Mark D. ; Monin, Phillip |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/2016, 4, p. 125-147
|
Subject: | Hedgefonds | Hedge fund | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Rechnungswesen | Accounting | USA | United States |
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