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The procyclicality of hedge fund alpha and beta
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
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Systemic risk, contagion, and state-dependent sensitivities in value-at-risk estimation : evidence from hedge funds
Adams, Zeno; Füss, Roland; Gropp, Reint - 2010 - Working paper, this version: January 2010
Persistent link: https://www.econbiz.de/10008907354
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Are hedge funds systemically important?
Brown, Gregory W.; Green, Jeremiah; Hand, John R. - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 8-25
Persistent link: https://www.econbiz.de/10009718110
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Do hedge funds increase systemic risk?
Chan, Nicholas; Getmansky, Mila; Haas, Shane M.; Lo, … - In: Innovations in investment management : cutting edge …, (pp. 173-218). 2008
Persistent link: https://www.econbiz.de/10003748880
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The Direct Regulation of Potential Systemic Risk of Hedge Funds in the U.S. before and after the Dodd-Frank Act
Nabilou, Hossein - 2014
This article compares the direct regulation of hedge funds in the U.S. prior to the Dodd-Frank Act with the direct regulatory measures to address potential systemic risks of hedge funds ensued in its aftermaths. The direct regulation involves regulatory measures focusing immediately on the...
Persistent link: https://www.econbiz.de/10013054911
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Hedge funds and financial stability : regulating prime brokers will mitigate systemic risks
King, Michael R.; Maier, Philipp - In: Journal of financial stability 5 (2009) 3, pp. 283-297
Persistent link: https://www.econbiz.de/10003878361
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Value at risk and the cross-section of hedge fund returns
Bali, Turan G.; Gokcan, Suleyman; Liang, Bing - In: Journal of banking & finance 31 (2007) 4, pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
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Do hedge funds have enough capital? : A value-at-risk approach
Gupta, Anurag; Liang, Bing - In: Journal of financial economics 77 (2005) 1, pp. 219-253
Persistent link: https://www.econbiz.de/10002936249
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Hedge fund risk factors and the value at risk of fixed income trading strategies
Loudon, Geoffrey F.; Okunev, John; White, Derek - In: The journal of fixed income 16 (2006) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10003400072