Risk Management of Hedge Funds: Role of Funding and Redemption Options on Leverage-Reference-Cited by-同舟云学术

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Risk Management of Hedge Funds: Role of Funding and Redemption Options on Leverage

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Sundaresan Suresh M.

Publisher

Elsevier BV

Reference24 articles.

1. Multi-Period Performance Persistence Analysis of Hedge Funds;Vikas Agarwal;Journal of Financial and Quantitative Analysis,2000

2. Risks and portfolio decisions involving hedge funds;V Agarwal;The Review of Financial Studies, spring,2004

3. Locked Up by a Lockup: Valuing Liquidity as a Real Option

4. Share Restrictions and Asset pricing: Evidence from the Hedge Fund Industry;George Aragon;Journal of Financial Economics,2007

5. Offshore hedge funds: Survival and performance;Stephen J Brown;Journal of Business,1989

Cited by 4 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. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas;The Journal of Finance;2014-11-10

2. Risk Choice under High-Water Marks;Review of Financial Studies;2014-01-06

3. The economics of hedge funds;Journal of Financial Economics;2013-11

4. Hedge fund leverage;Journal of Financial Economics;2011-10

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