Tail risk in hedge funds : a unique view from portfolio holdings

DOI:	https://doi.org/10.1016/j.jfineco.2017.06.006
URL:	https://www.sciencedirect.com/science/article/pii/...
Additional URL:	https://ssrn.com/abstract=2517799
Document Type:	Article
Year of publication:	2017
The title of a journal, publication series:	Journal of Financial Economics
Volume:	125
Issue number:	3
Page range:	610-636
Place of publication:	Amsterdam ; Jena [u.a.]
Publishing house:	Elsevier
ISSN:	0304-405X
Related URLs:	http://www.cfr-cologne.de/download/kollo...
Publication language:	English
Institution:	Business School > Internat. Finanzierung (Ruenzi 2009-)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Agarwal, Vikas ; Ruenzi, Stefan ; Weigert, Florian

Google Scholar: Agarwal, Vikas ; Ruenzi, Stefan ; Weigert, Florian

ORCID: Agarwal, Vikas, Ruenzi, Stefan

and Weigert, Florian

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