Open AccessTail Risk and Hedge Fund Returns
Author(s) -
Hao Jiang,
Bryan T. Kelly
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2021942
Subject(s) - hedge fund , business , returns based style analysis , tail risk , financial system , economics , finance , financial economics , fund administration , investment fund , market liquidity
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