Hedge fund tail risk : an investigation in stressed markets
Year of publication: |
2016
|
---|---|
Authors: | Billio, Monica ; Frattarolo, Lorenzo ; Pelizzon, Loriana |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/2016, 4, p. 109-124
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis |
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