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Value-at-risk and the cross section of emerging market hedge fund returns
Global Finance Journal
◽
10.1016/j.gfj.2021.100693
◽
2021
◽
pp. 100693
Author(s):
Sara Ali
◽
Ihsan Badshah
◽
Riza Demirer
Keyword(s):
At Risk
◽
Cross Section
◽
Value At Risk
◽
Emerging Market
◽
Hedge Fund
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
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Cited By
References
Value at risk and the cross-section of hedge fund returns
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2006.10.005
◽
2007
◽
Vol 31
(4)
◽
pp. 1135-1166
◽
Cited By ~ 61
Author(s):
Turan G. Bali
◽
Suleyman Gokcan
◽
Bing Liang
Keyword(s):
At Risk
◽
Cross Section
◽
Value At Risk
◽
Hedge Fund
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
Value at Risk and the Cross-Section of Hedge Fund Returns
SSRN Electronic Journal
◽
10.2139/ssrn.671822
◽
2006
◽
Cited By ~ 1
Author(s):
Turan G. Bali
◽
Suleyman Gokcan
◽
Bing Liang
Keyword(s):
At Risk
◽
Cross Section
◽
Value At Risk
◽
Hedge Fund
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
Emerging Market Betas and the Cross Section of Hedge Fund Returns
SSRN Electronic Journal
◽
10.2139/ssrn.2037039
◽
2012
◽
Cited By ~ 1
Author(s):
Mustafa O. Caglayan
◽
Sevan Ulutas
Keyword(s):
Cross Section
◽
Emerging Market
◽
Hedge Fund
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
Value at Risk and the Cross-Section of Expected Returns: Evidence from China
SSRN Electronic Journal
◽
10.2139/ssrn.3579848
◽
2020
◽
Author(s):
Pingshu Gui
◽
Yifeng Zhu
Keyword(s):
At Risk
◽
Cross Section
◽
Value At Risk
◽
Expected Returns
◽
The Cross
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Systematic risk and the cross section of hedge fund returns
Journal of Financial Economics
◽
10.1016/j.jfineco.2012.05.005
◽
2012
◽
Vol 106
(1)
◽
pp. 114-131
◽
Cited By ~ 79
Author(s):
Turan G. Bali
◽
Stephen J. Brown
◽
Mustafa Onur Caglayan
Keyword(s):
Cross Section
◽
Hedge Fund
◽
Systematic Risk
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models
SSRN Electronic Journal
◽
10.2139/ssrn.1155843
◽
2008
◽
Cited By ~ 1
Author(s):
Sabrina Khanniche
Keyword(s):
At Risk
◽
Value At Risk
◽
Hedge Fund
◽
Garch Models
◽
Hedge Fund Returns
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'When There Is No Place to Hide': Correlation Risk and the Cross-Section of Hedge Fund Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1362525
◽
2009
◽
Cited By ~ 4
Author(s):
Andrea Buraschi
◽
Robert Kosowski
◽
Fabio Trojani
Keyword(s):
Cross Section
◽
Hedge Fund
◽
The Cross
◽
Correlation Risk
◽
Hedge Fund Returns
Download Full-text
Are Higher-Order Factors Useful in Pricing the Cross-Section of Hedge Fund Returns?
SSRN Electronic Journal
◽
10.2139/ssrn.3211540
◽
2018
◽
Cited By ~ 1
Author(s):
Elaine Fang
◽
Caio Almeida
Keyword(s):
Cross Section
◽
Hedge Fund
◽
Higher Order
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
Failure Risk and the Cross-Section of Hedge Fund Returns
Financial Management
◽
10.1111/fima.12101
◽
2016
◽
Vol 45
(4)
◽
pp. 845-876
◽
Cited By ~ 4
Author(s):
Jung-Min Kim
Keyword(s):
Cross Section
◽
Hedge Fund
◽
Failure Risk
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
Liquidity Provision and the Cross Section of Hedge Fund Returns
Management Science
◽
10.1287/mnsc.2016.2687
◽
2018
◽
Vol 64
(7)
◽
pp. 3288-3312
◽
Cited By ~ 21
Author(s):
Russell Jame
Keyword(s):
Cross Section
◽
Hedge Fund
◽
Liquidity Provision
◽
The Cross
◽
Hedge Fund Returns
Download Full-text
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