Systemic risk, contagion, and state-dependent sensitivities in value-at-risk estimation : evidence from hedge funds
Zeno Adams, Roland Füss, and Reint Gropp
| Year of publication: |
2010 ; Working paper, this version: January 2010
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|---|---|
| Authors: | Adams, Zeno ; Füss, Roland ; Gropp, Reint |
| Published in: | |
| Publisher: |
Kiel : ZBW |
| Subject: | Hedgefonds | Hedge fund | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Risiko | Risk | Ansteckungseffekt | Contagion effect | Risikomanagement | Risk management |
| Extent: | Online-Ressource (25 S., 387 KB) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/37338 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008907354