Is risk-neutral skewness an indicator of downside risk? : evidence from tail risk taking of hedge funds
Year of publication: |
2022
|
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Authors: | Lehnert, Thorsten |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 29.2022, 3, p. 65-84
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Subject: | Tourismusregion | Tourism destination | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Statistische Verteilung | Statistical distribution |
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