Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
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References listed on IDEAS
- H. A. Hauksson & M. Dacorogna & T. Domenig & U. Mller & G. Samorodnitsky, 2001.
"Multivariate extremes, aggregation and risk estimation,"
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- 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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- repec:eee:joecas:v:11:y:2014:i:c:p:58-77 is not listed on IDEAS
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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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