Risk measures for hedge funds: A cross-sectional approach

European Financial Management

Volumn 13, Issue 2, 2007, Pages 333-370

  Liang, Bing ^a   Park, Hyuna ^a  

^a UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Conditional VaR; Cornish Fisher expansion; Expected shortfall; Hedge funds; Tail risk

Indexed keywords

EID: 33847402200     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2006.00357.x     Document Type: Article

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