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Persistent link: https://www.econbiz.de/10012089875
"This paper analyses the risk-return trade-off in the hedge fund industry. We compare semi-deviation, value-at-risk (VaR), Expected Shortfall (ES) and Tail Risk (TR) with standard deviation at the individual fund level as well as the portfolio level. Using the""Fama and French...
Persistent link: https://www.econbiz.de/10005309519