Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix
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More about this item
KeywordsHedge funds; Tail risk; Diversification; Marginal risk contribution;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2016-02-04 (Risk Management)
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