Dynamic risk exposures in hedge funds-Reference-Cited by-同舟云学术

Dynamic risk exposures in hedge funds

Published:2012-11 Issue:11 Volume:56 Page:3517-3532
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Billio Monica,Getmansky Mila,Pelizzon Loriana

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference51 articles.

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5. Liquidity preference, market participation and asset price volatility;Allen;American Economic Review,1994

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