Systemic risk and hedge funds

被引:0
|
作者
Chan, Nicholas [1 ]
Getmansky, Mila [1 ]
Haas, Shane M. [1 ]
Lo, Andrew W. [1 ]
机构
[1] AlphaSimplex Grp LLC, Cambridge Ctr 1, Cambridge, MA 02142 USA
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:235 / 338
页数:104
相关论文
共 50 条
  • [41] Hedge Funds vs. Alternative Risk Premia
    Jorion, Philippe
    [J]. FINANCIAL ANALYSTS JOURNAL, 2021, 77 (04) : 65 - 81
  • [42] Can green investment funds hedge climate risk?
    Arfaoui, Nadia
    Naeem, Muhammad Abubakr
    Maherzi, Teja
    Kayani, Umar Nawaz
    [J]. FINANCE RESEARCH LETTERS, 2024, 60
  • [43] Downside risk analysis applied to the hedge funds universe
    Perello, Josep
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2007, 383 (02) : 480 - 496
  • [44] The effect of shortfall as a risk measure for portfolios with hedge funds
    Lucas, Andre
    Siegmann, Arjen
    [J]. JOURNAL OF BUSINESS FINANCE & ACCOUNTING, 2008, 35 (1-2) : 200 - 226
  • [45] Hedge inflation risk of specific purpose guarantee funds
    Chen, Ze
    Chen, Bingzheng
    Hu, Yi
    Zhang, Hai
    [J]. EUROPEAN FINANCIAL MANAGEMENT, 2022, 28 (04) : 1104 - 1136
  • [46] Global hedge funds: Risk, return, and market timing
    Fung, HG
    Xu, XQE
    Yau, J
    [J]. FINANCIAL ANALYSTS JOURNAL, 2002, 58 (06) : 19 - +
  • [47] Rank Alpha Funds of Hedge Funds
    Alexander, Carol
    Dimitriu, Anca
    [J]. JOURNAL OF ALTERNATIVE INVESTMENTS, 2005, 8 (02): : 48 - 61
  • [48] Determinants of Funds of Hedge Funds' Performance
    Amenc, Noel
    Vaissie, Mathieu
    [J]. JOURNAL OF INVESTING, 2006, 15 (04): : 46 - 52
  • [49] Relative Value Hedge Funds: A Behavioral Modeling of Hedge Fund Risk and Return Factors
    Swartz, L. Mick
    Emami-Langroodi, Farrokh
    [J]. JOURNAL OF BEHAVIORAL FINANCE, 2018, 19 (04) : 462 - 482
  • [50] Can the Hedge Funds regulation limit the negative impact of a systemic crisis?
    Lopez-Pascual, Joaquin
    Cuellar, Daniel Raul
    [J]. UNIVERSIA BUSINESS REVIEW, 2008, (20): : 42 - 53