Predicting hedge fund failure : a comparison of risk measures
Year of publication: |
2010
|
---|---|
Authors: | Liang, Bing ; Park, Hyuna |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 1, p. 199-222
|
Subject: | Hedgefonds | Hedge fund | Investitionsrisiko | Investment risk | Performance-Messung | Performance measurement | 1995-2004 |
-
Positive alpha generation : designing sound investment processes
Diderich, Claude, (2009)
-
Hedge funds : performance, risk and capital formation
Fung, William, (2006)
-
When prime brokers fail : the unheeded risk to hedge funds, banks, and the financial industry
Aikman, J. S., (2010)
- More ...
-
Risk measures for hedge funds : a cross-sectional approach
Liang, Bing, (2007)
-
Onshore and offshore hedge funds : are they twins?
Aragon, George O., (2014)
-
Risk Management Research Report - Spring 2010
Perignon, Christophe, (2014)
- More ...