Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10000979727
Persistent link: https://www.econbiz.de/10001737103
Persistent link: https://www.econbiz.de/10003811212
Persistent link: https://www.econbiz.de/10009501400
Persistent link: https://www.econbiz.de/10003909142
Using a complete set of the SEC filing information on hedge funds (Form ADV) and the TASS data, we develop a quantitative model called the ω-Score to measure hedge fund operational risk. The ω-Score is related to conflict of interest issues, concentrated ownership, and reduced leverage in the...
Persistent link: https://www.econbiz.de/10013076385