Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage
Year of publication: |
2009-07
|
---|---|
Authors: | Dai, John ; Sundaresan, Suresh |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Leverage | Unencumbered cash | funding option | redemption option | prime brokers | funding counterparties | hair cuts | margin multiplier |
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