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An efficient Fourier expansion method for the calculation of value-at-risk : contributions of extra-ordinary risks

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Effects of control mechanisms on supply chain resilience and sustainability performance

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Duration of poor performance and risk shifting by hedge fund managers

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Compensation design and political risk : the case of city managers

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Do Hedge Funds Conduct Mid-Year Risk Shifting?

Li, Ying - 2011

Hedge fund managers with asymmetric performance-based compensation packages have the incentive to increase the risk taking of their funds in response to poor performance. Based on regression analysis of data from a panel of dollar-based hedge funds from 1994-2008, we find evidence that they do...

Persistent link: https://www.econbiz.de/10013128420