Value-at-risk and the cross section of emerging market hedge fund returns
Year of publication: |
2022
|
---|---|
Authors: | Ali, Sara ; Badshah, Ihsan Ullah ; Demirer, Rıza |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 52.2022, p. 1-21
|
Subject: | Cross-section of expected returns | Emerging markets | hedge fund | Global financial cycle | Value at risk | Schwellenländer | Emerging economies | Hedgefonds | Hedge fund | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Welt | World | Finanzmarkt | Financial market | CAPM | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
-
Ali, Asgar, (2022)
-
The procyclicality of hedge fund alpha and beta
Racicot, François-Éric, (2013)
-
The impact of downside risk on expected return : evidence from emerging economies
Raza, Hassan, (2019)
- More ...
-
Economic policy uncertainty and institutional investment returns : the case of New Zealand
Ali, Sara, (2022)
-
Economic policy uncertainty and fund flow performance sensitivity : evidence from New Zealand
Ali, Sara, (2023)
-
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara, (2023)
- More ...