Caught by the Tail: Tail Risk Neutrality and Hedge Fund Returns-Reference-Cited by-同舟云学术

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Caught by the Tail: Tail Risk Neutrality and Hedge Fund Returns

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Brown Stephen J.,Spitzer Jonathan F.

Publisher

Elsevier BV

Reference32 articles.

1. Risks and Portfolio Decisions Involving Hedge Funds;Vikas Agarwal;Review of Financial Studies,2004

2. Is There Hedge Fund Contagion?

3. Hedge Funds With Style;Stephen J Brown;Journal of Portfolio Management,2003

4. Fees on Fees in Funds-of-funds;Stephen J Brown;Journal of Investment Management,2004

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Predicting risk premium under changes in the conditional distribution of stock returns;Journal of International Financial Markets, Institutions and Money;2017-09

2. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings;SSRN Electronic Journal;2015

3. Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach;Journal of Financial and Quantitative Analysis;2014-05-30

4. Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach;SSRN Electronic Journal;2012

5. Tailing Tail Risk in the Hedge Fund Industry;SSRN Electronic Journal;2012

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