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Chapter 16. Hedge Funds
Fung, William, (2013)
The statistics of capture ratios
Jiang, Ruihong, (2022)
Long/short equity hedge funds and systematic ambiguity
Gibson, Rajna, (2014)
Equity risk factor models
Zangari, Peter, (2003)
CATERING FOR AN EVENT - A remedy for one of value-at-risk's shortcomings: its inability to handle event risk.
Zangari, Peter, (1997)
Risk monitoring and performance measurement
Rosengarten, Jacob, (2003)