Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10012482739
Persistent link: https://www.econbiz.de/10012424519
Persistent link: https://www.econbiz.de/10014471454
Persistent link: https://www.econbiz.de/10003837561
Persistent link: https://www.econbiz.de/10008696513
Persistent link: https://www.econbiz.de/10003687880
This paper mainly focuses on the correlation between live hedge funds return and their value at risk (VaR), which is based on the historical data from May 2000 to April 2010. The authors adopt portfolio level analyses and fund level cross-sectional regression, and find that there is significant...
Persistent link: https://www.econbiz.de/10013137801
Persistent link: https://www.econbiz.de/10014372892