Style Analysis and Value at Risk of Asia-Focused Hedge Funds
Year of publication: |
2010
|
---|---|
Authors: | Weng, Haijie |
Other Persons: | Trück, Stefan (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 23, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1460189 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Return or position-based value at risk?
Huillard d'Aignaux, Jérôme, (2014)
-
VaR performance during the subprime and sovereign debt crises : an application to emerging markets
Brio, Esther B. del, (2014)
-
Applying VaR to hedge fund trading strategies : limitations and challenges
Lamm, R. McFall, (2009)
- More ...
-
Style analysis and value-at-risk of Asia-focused hedge funds
Weng, Haijie, (2011)
-
Style analysis and Value-at-Risk of Asia-focused hedge funds
Weng, Haijie, (2011)
-
Style analysis and Value-at-Risk of Asia-focused hedge funds
Weng, Haijie, (2011)
- More ...