Tail risk in hedge funds : a unique view from portfolio holdings
Year of publication: |
September 2017
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Authors: | Agarwal, Vikas ; Ruenzi, Stefan ; Weigert, Florian |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 125.2017, 3, p. 610-636
|
Subject: | Hedge funds | Tail risk | Portfolio holdings | Funding liquidity risk | Leverage | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Risikomaß | Risk measure | Hedging | Risiko | Risk | Kapitaleinkommen | Capital income |
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