Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
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References listed on IDEAS
- Michel M. Dacorogna, & Ulrich A. Muller & Olivier V. Pictet & Casper De Vries,, "undated". "The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets," Working Papers 1992-10-22, Olsen and Associates.
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Keywordshedge funds; risk measurement; risk management;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-11-09 (All new papers)
- NEP-FIN-2003-11-09 (Finance)
- NEP-RMG-2003-11-09 (Risk Management)
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