The procyclicality of hedge fund alpha and beta
François-Éric Racicot; Raymond Théoret
| Year of publication: |
2013
|
|---|---|
| Authors: | Racicot, François-Éric ; Théoret, Raymond |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 2, p. 109-128
|
| Subject: | CTAs | procyclical risk measures | systemic risk | financial stability | conditional models | Kalman | Hedgefonds | Hedge fund | Finanzkrise | Financial crisis | Risiko | Risk | Systemrisiko | Systemic risk | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010209488