Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2015 - Publisher:
I test whether recently proposed, stock market-based tail risk measures explain hedge fund returns. The tail risk measures are TAIL (Kelly and Jiang; 2014), LBV
Language: en
Pages: 150
Pages: 150
Type: BOOK - Published: 2007 - Publisher: Cuvillier Verlag
Language: en
Pages: 67
Pages: 67
Type: BOOK - Published: 2018 - Publisher:
This paper focuses on an unexplored dimension of fund managers' timing ability: market-wide tail risk implied by information in options markets. We investigate
Language: en
Pages: 31
Pages: 31
Type: BOOK - Published: 2019 - Publisher:
This paper examines tail risk in the Brazilian hedge fund industry. We rely on a unique data set of daily returns for every hedge fund in Brazil, dead or alive.
Language: en
Pages: 687
Pages: 687
Type: BOOK - Published: 2007-09-10 - Publisher: John Wiley & Sons
Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in or