Boyson, Nicole M. (contributor); … - 2008
paper therefore
2
In addition, studies have shown that hedge fund … return for a hedge fund style index (i.e., a “tail event”) is
related to the occurrence of an extreme negative return on the …, Equity Market Neutral, Event Driven, Global Macro, Merger
Arbitrage, and Relative Value Arbitrage.
9
They include over 1 …