Risk and return in hedge funds and funds-of-Hedge funds : a cross-sectional approach
Year of publication: |
2012
|
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Authors: | Lee, Hee Soo |
Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 6.2012, 3, p. 43-64
|
Subject: | Hedge funds | funds-of-hedge funds | VaR | expected shortfall | tail risk | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomaß | Risk measure | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikomanagement | Risk management |
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