Tail risk exposures of hedge funds : evidence from unique Brazilian data
Caio Almeida, Marcelo Fernandes, Joao Paulo Valente
| Year of publication: |
2021
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|---|---|
| Authors: | Almeida, Caio ; Fernandes, Marcelo ; Valente, Joao Paulo |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 41.2021, 1, p. 151-175
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| Subject: | alternative investment | convergence trading | entropy | expected shortfall | Hedgefonds | Hedge fund | Brasilien | Brazil | Entropie | Entropy | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Hedging |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v41n12021.84411 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013382026