Leverage and valuation of hedge funds under model uncertainty-Reference-Cited by-同舟云学术

Leverage and valuation of hedge funds under model uncertainty

Published:2020-06-26 Issue:17 Volume:26 Page:1798-1816
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Bian Yuxiang¹,Xiong Xiong¹²,Yang Jinqiang³

Affiliation:

1. College of Management and Economics, Tianjin University, Tianjin, People's Republic of China

2. China Center for Social Computing and Analytics, Tianjin University, Tianjin, People's Republic of China

3. Shanghai Key Laboratory of Financial Information Technology, School of Finance, Shanghai University of Finance and Economics, Shanghai Institute of International Finance and Economics, Shanghai, People's Republic of China

Funder

Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2020.1778054

Reference33 articles.

1. The Performance of Hedge Funds: Risk, Return, and Incentives

2. Role of Managerial Incentives and Discretion in Hedge Fund Performance

3. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection

4. Hedge fund leverage

5. Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake

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