Value at risk and the cross-section of hedge fund returns
Turan G. Bali, Suleyman Gokcan, Bing Liang
| Year of publication: |
2007
|
|---|---|
| Authors: | Bali, Turan G. ; Gokcan, Suleyman ; Liang, Bing |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 4, p. 1135-1166
|
| Subject: | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Hedgefonds | Hedge fund | USA | United States | 1995-2003 |
| 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/10003459175