Hedge fund returns under crisis scenarios: A holistic approach
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- Stoforos, Chrysostomos & Degiannakis, Stavros & Palaskas, Theodosios, 2016. "Hedge Fund Returns under Crisis Scenarios: A Holistic Approach," MPRA Paper 80161, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
KeywordsAbsolute returns; Carhart’s model; Dynamic conditional correlation; Financial; Crisis; Hedge funds; Structural Breaks;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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