Dynamic risk exposures in hedge funds (Q1927132)

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scientific article
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English
Dynamic risk exposures in hedge funds
scientific article

    Statements

    title
    Dynamic risk exposures in hedge funds (English)
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    author
    Monica Billio
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    Mila Getmansky
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    Loriana Pelizzon
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    publication date
    30 December 2012
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    zbMATH Keywords
    hedge funds
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    regime-switching models
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    risk management
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    liquidity
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    financial crises
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B30
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    91B82
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    zbMATH DE Number
    6119768
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