Abstract

Measuring the Time-varying Systemic Risks of Hedge Funds

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Similar Papers

Paper Title
Journal
Date
Author
Time-varying risk components in the single-factor market model: an exact most powerful invariant test
Philip A Shively
Applied Financial Economics | VOL. 14
Philip A ShivelyPhilip A Shively
01 Sep 2004
What do we know about the risk and return characteristics of hedge funds?
Jan H Viebig
Journal of Derivatives & Hedge Funds | VOL. 18
Jan H ViebigJan H Viebig
26 Apr 2012
The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
Antonios Antoniou ... Spyros I Spyrou
Applied Financial Economics | VOL. 16
Antonios Antoniou, et. al.Antonios Antoniou ... Spyros I Spyrou
01 Dec 2006
Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
Emre Yoldas ... Ozgur (Ozzy) Akay
Journal of Empirical Finance | VOL. 22
Emre Yoldas, et. al.Emre Yoldas ... Ozgur (Ozzy) Akay
21 Feb 2013
View more papers

More From: SSRN Electronic Journal

Paper Title
Journal
Date
Author
A Machine Learning Approach for Imputing ECG Missing Healthcare Data
Raja Vavekanand
SSRN Electronic Journal | VOL. -
Raja VavekanandRaja Vavekanand
01 Jan 2024
Towards Workers’ Environmental Rights: An Analysis of EU Labour and Environmental Law
Kalina Arabadjieva ... Paolo Tomassetti
SSRN Electronic Journal | VOL. -
Kalina Arabadjieva, et. al.Kalina Arabadjieva ... Paolo Tomassetti
01 Jan 2024
Do Migrants Displace Native-Born Workers on the Labour Market? The Impact of Workers' Origin
Valentine Fays ... Benoit Mahy
SSRN Electronic Journal | VOL. -
Valentine Fays, et. al.Valentine Fays ... Benoit Mahy
01 Jan 2024
Denmark: Roskilde Bank Restructuring, 2008
Bailey Decker
SSRN Electronic Journal | VOL. -
Bailey DeckerBailey Decker
01 Jan 2024
View more papers