Crises and Hedge Fund Risk-Reference-Cited by-同舟云学术

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Crises and Hedge Fund Risk

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

Author:

Billio Monica,Getmansky Mila,Pelizzon Loriana

Publisher

Elsevier BV

Reference62 articles.

1. Asset Pricing with Liquidity Risk;Viral Acharya;Journal of Financial Economics,2005

2. Rollover Risk and Market Freezes

3. Restoring Financial Stability

4. Measuring Risk in the Hedge Fund Sector;Tobias Adrian;Current Issues in Economics and Finance,2007

Cited by 18 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. Re-Evaluating Sharpe Ratio in Hedge Fund Performance in Light of Liquidity Risk;Journal of Banking and Financial Economics;2021-12-30

2. Variables microeconómicas de los fondos de fondos de cobertura (FFC) y su desempeño durante la crisis financiera global 2008-2009.;Revista Finanzas y Política Económica;2017-07-01

3. Hedge Funds and Systemic Risk;SSRN Electronic Journal;2016

4. Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis;Journal of Derivatives & Hedge Funds;2014-09-11

5. Assessing Hedge Fund Performance When Fund Returns Are Skewed;SSRN Electronic Journal;2014

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