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Estimating operational risk for hedge funds : the w-score

Brown, Stephen J.; Goetzmann, William N.; Liang, Bing; … - In: Financial analysts' journal : FAJ 65 (2009) 1, pp. 43-53

Persistent link: https://www.econbiz.de/10003811212

Trust and delegation

Brown, Stephen J.; Goetzmann, William N.; Liang, Bing; … - 2009

Persistent link: https://www.econbiz.de/10003909142

Trust and delegation

Brown, Stephen; Goetzmann, William N.; Liang, Bing; … - In: Journal of financial economics 103 (2012) 2, pp. 221-234

Persistent link: https://www.econbiz.de/10009501400

Offshore hedge funds : survival & performance 1989 - 1995

Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - 1998

Persistent link: https://www.econbiz.de/10000979727

Fees on fees in funds of funds

Brown, Stephen J.; Goetzmann, William N.; Liang, Bing - 2003

Persistent link: https://www.econbiz.de/10001737103

Estimating Operational Risk for Hedge Funds : The Ω-Score

Brown, Stephen - 2013

Using a complete set of the SEC filing information on hedge funds (Form ADV) and the TASS data, we develop a quantitative model called the ω-Score to measure hedge fund operational risk. The ω-Score is related to conflict of interest issues, concentrated ownership, and reduced leverage in the...

Persistent link: https://www.econbiz.de/10013076385