Tail risk in hedge funds : a unique view from portfolio holdings
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
| Year of publication: |
September 2017
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| Authors: | Agarwal, Vikas ; Ruenzi, Stefan ; Weigert, Florian |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 125.2017, 3, p. 610-636
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| Subject: | Hedge funds | Tail risk | Portfolio holdings | Funding liquidity risk | Leverage | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Risiko | Risk | Investmentfonds | Investment Fund | Systemrisiko | Systemic risk | Anlageverhalten | Behavioural finance | Hedging | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2017.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011751864