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~isPartOf:"Journal of financial economics"
~person:"Agarwal, Vikas"
~subject:"Capital income"
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Hedge funds versus hedged mutu...
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Agarwal, Vikas
Edelen, Roger M.
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Journal of financial economics
Working paper / Centre for Financial Research
11
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BNP Paribas Hedge Fund Centre working paper series / BNP Paribas Hedge Fund Centre
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Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas
;
Ruenzi, Stefan
;
Weigert, Florian
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 610-636
Persistent link: https://www.econbiz.de/10011751864
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Volatility of aggregate volatility and hedge fund returns
Agarwal, Vikas
;
Arisoy, Yakup Eser
;
Naik, Narayan Y.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10011751857
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