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


Agarwal, Vikas ; Ruenzi, Stefan ; Weigert, Florian



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/kolloquium/2016/AgarwalRuenziWeigert2.pdf
Publication language: English
Institution: Business School > Internat. Finanzierung (Ruenzi)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2017) Tail risk in hedge funds : a unique view from portfolio holdings. Journal of Financial Economics Amsterdam ; Jena [u.a.] 125 3 610-636 [Article]


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

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

ORCID: Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian

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