Estimating operational risk for hedge funds: The ω-score

Financial Analysts Journal

Volumn 65, Issue 1, 2009, Pages 43-53

  Brown, Stephen ^a   Goetzmann, William ^b   Liang, Bing ^c   Schwarz, Christopher ^d  

^a NEW YORK UNIVERSITY   (United States)

^b YALE SCHOOL OF MANAGEMENT   (United States)

^c UNIVERSITY OF MASSACHUSETTS   (United States)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79952011327     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v65.n1.8     Document Type: Article

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