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Article de recherche (journal article)
Tail Risk in Hedge Funds: A Unique View From Portfolio Holdings
Tail Risk in Hedge Funds: A Unique View From Portfolio Holdings
Author(s)
Agarwal, Vikas
Ruenzi, Stefan
Weigert, Florian
Chaire de gestion des risques financiers
Date issued
2017
In
Journal of Financial Economics
No
125
From page
610
To page
636
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/63310
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Name
2023-01-30_4030_1735.pdf
Type
Main Article
Size
1.76 MB
Format
Adobe PDF