Value-at-risk and the cross section of emerging market hedge fund returns
Sara Ali, Ihsan Badshah, Riza Demirer
| Year of publication: |
2022
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|---|---|
| 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
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| 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 | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2021.100693 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412541