Work

Tail Risk and Hedge Fund Returns

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2019482

Authors: Bryan T. Kelly, Hao Jiang

Institutions: Erasmus University Rotterdam, University of Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2123374189

Cites: 46

Cited by: 53

Related to: 10