Value at risk and the cross-section of hedge fund returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Bali, Turan G. ; Gokcan, Suleyman ; Liang, Bing |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 4, p. 1135-1166
|