Risk Measures for Autocorrelated Hedge Fund Returns
Year of publication: |
2011-05-26
|
---|---|
Authors: | Cesare, Antonio Di ; Stork, Philip A. ; Vries, Casper G. de |
Institutions: | Tinbergen Instituut |
Subject: | Hedge funds | Serial correlation | Systemic risk | VaR | Pareto distribution |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 11-084/2/DSF 23 |
Classification: | G12 - Asset Pricing ; G23 - Pension Funds; Other Private Financial Institutions ; G28 - Government Policy and Regulation |
Source: |
-
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio, (2011)
-
Risk measures for autocorrelated hedge fund returns
Cesare, Antonio Di, (2011)
-
Risk Measures for Autocorrelated Hedge Fund Returns
Cesare, Antonio Di, (2011)
- More ...
-
Risk measures for autocorrelated hedge fund returns
Cesare, Antonio Di, (2011)
-
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio, (2015)
-
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio, (2011)
- More ...